6.25Open6.03Pre Close4 Volume30 Open Interest20.00Strike Price2.67KTurnover755.85%IV0.19%PremiumNov 29, 2024Expiry Date6.77Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9454Delta0.0213Gamma3.88Leverage Ratio-1.1576Theta0.0001Rho3.67Eff Leverage0.0008Vega