15.67Open28.10Pre Close2 Volume3 Open Interest372.50Strike Price2.61KTurnover46.49%IV0.79%PremiumDec 6, 2024Expiry Date7.56Intrinsic Value100Multiplier2DDays to Expiry2.90Extrinsic Value100Contract SizeAmericanOptions Type-0.7095Delta0.0266Gamma40.32Leverage Ratio-1.1109Theta-0.0140Rho-28.61Eff Leverage0.0950Vega