6.61Open5.62Pre Close4 Volume294 Open Interest29.00Strike Price2.64KTurnover88.82%IV3.78%PremiumJan 17, 2025Expiry Date5.73Intrinsic Value100Multiplier21DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type-0.8247Delta0.0538Gamma3.81Leverage Ratio-0.0282Theta-0.0110Rho-3.15Eff Leverage0.0143Vega