3.58Open3.75Pre Close7 Volume119 Open Interest89.00Strike Price2.58KTurnover2190.52%IV0.45%PremiumNov 29, 2024Expiry Date3.58Intrinsic Value100Multiplier0DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.9598Delta0.0405Gamma27.55Leverage Ratio-216.1605Theta0.0000Rho26.45Eff Leverage0.0001Vega