3.08Open2.70Pre Close8 Volume36 Open Interest92.00Strike Price2.55KTurnover101.01%IV5.14%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.95Extrinsic Value100Contract SizeAmericanOptions Type-0.4013Delta0.0393Gamma31.29Leverage Ratio-0.5125Theta-0.0042Rho-12.56Eff Leverage0.0377Vega