2.80Open3.09Pre Close23 Volume41 Open Interest10.50Strike Price6.44KTurnover269.59%IV0.65%PremiumDec 27, 2024Expiry Date2.75Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9203Delta0.0954Gamma2.77Leverage Ratio-0.0429Theta-0.0005Rho-2.55Eff Leverage0.0009Vega