6.30Open6.60Pre Close4 Volume352 Open Interest85.00Strike Price2.51KTurnover27.78%IV0.57%PremiumDec 20, 2024Expiry Date5.75Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.8419Delta0.0501Gamma13.10Leverage Ratio-0.0236Theta-0.0279Rho-11.03Eff Leverage0.0462Vega