4.40Open6.00Pre Close5 Volume29 Open Interest61.00Strike Price2.61KTurnover42.78%IV0.18%PremiumNov 1, 2024Expiry Date5.38Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9735Delta0.0206Gamma12.18Leverage Ratio-0.0259Theta0.0065Rho11.86Eff Leverage0.0043Vega