6.30Open6.60Pre Close4 Volume352 Open Interest85.00Strike Price2.51KTurnover27.61%IV0.57%PremiumDec 20, 2024Expiry Date5.75Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.8416Delta0.0502Gamma13.10Leverage Ratio-0.0232Theta-0.0282Rho-11.02Eff Leverage0.0466Vega