2.55Open6.90Pre Close11 Volume16 Open Interest150.00Strike Price2.61KTurnover28.72%IV1.16%PremiumDec 20, 2024Expiry Date0.61Intrinsic Value100Multiplier2DDays to Expiry1.74Extrinsic Value100Contract SizeAmericanOptions Type0.5774Delta0.1094Gamma84.85Leverage Ratio-0.3251Theta0.0058Rho48.99Eff Leverage0.0487Vega