6.80Open6.30Pre Close4 Volume366 Open Interest115.00Strike Price2.72KTurnover46.22%IV2.64%PremiumDec 20, 2024Expiry Date3.87Intrinsic Value100Multiplier22DDays to Expiry2.93Extrinsic Value100Contract SizeAmericanOptions Type-0.5901Delta0.0312Gamma15.65Leverage Ratio-0.1052Theta-0.0373Rho-9.24Eff Leverage0.1057Vega