5.26Open6.10Pre Close4 Volume12 Open Interest100.00Strike Price2.50KTurnover199.59%IV4.99%PremiumDec 6, 2024Expiry Date1.69Intrinsic Value100Multiplier3DDays to Expiry4.91Extrinsic Value100Contract SizeAmericanOptions Type-0.5046Delta0.0236Gamma12.85Leverage Ratio-1.3811Theta-0.0041Rho-6.48Eff Leverage0.0338Vega