7.86Open4.86Pre Close3 Volume226 Open Interest129.00Strike Price2.36KTurnover64.67%IV0.26%PremiumDec 20, 2024Expiry Date7.55Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.8341Delta0.0347Gamma15.09Leverage Ratio-0.2760Theta-0.0079Rho-12.58Eff Leverage0.0278Vega