5.95Open12.00Pre Close9 Volume53 Open Interest360.00Strike Price2.49KTurnover21.04%IV0.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry2.55Extrinsic Value100Contract SizeAmericanOptions Type-0.4900Delta0.0809Gamma187.03Leverage Ratio-0.7751Theta-0.0070Rho-91.64Eff Leverage0.0936Vega