5.30Open3.05Pre Close6 Volume135 Open Interest108.00Strike Price2.66KTurnover49.42%IV0.16%PremiumJan 17, 2025Expiry Date4.08Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8650Delta0.0498Gamma24.91Leverage Ratio-0.2114Theta0.0057Rho21.54Eff Leverage0.0191Vega