15.67Open28.10Pre Close2 Volume3 Open Interest372.50Strike Price2.61KTurnover42.52%IV0.77%PremiumDec 6, 2024Expiry Date7.65Intrinsic Value100Multiplier2DDays to Expiry2.81Extrinsic Value100Contract SizeAmericanOptions Type-0.7554Delta0.0268Gamma37.32Leverage Ratio-0.8936Theta-0.0145Rho-28.19Eff Leverage0.0867Vega