6.80Open7.00Pre Close4 Volume6 Open Interest83.00Strike Price2.56KTurnover175.45%IV3.47%PremiumDec 6, 2024Expiry Date3.25Intrinsic Value100Multiplier2DDays to Expiry2.77Extrinsic Value100Contract SizeAmericanOptions Type-0.5857Delta0.0364Gamma12.91Leverage Ratio-1.1097Theta-0.0029Rho-7.56Eff Leverage0.0238Vega