2.70Open2.60Pre Close13 Volume22 Open Interest52.50Strike Price3.68KTurnover31.57%IV0.48%PremiumDec 20, 2024Expiry Date2.56Intrinsic Value100Multiplier22DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.7211Delta0.0894Gamma16.11Leverage Ratio-0.0259Theta-0.0183Rho-11.62Eff Leverage0.0411Vega