2.52Open3.20Pre Close5 Volume25 Open Interest76.00Strike Price1.56KTurnover50.07%IV0.65%PremiumNov 29, 2024Expiry Date3.31Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.8573Delta0.0769Gamma20.74Leverage Ratio-0.1241Theta-0.0036Rho-17.78Eff Leverage0.0133Vega