2.59Open2.53Pre Close30 Volume191 Open Interest84.00Strike Price7.77KTurnover19.49%IV0.05%PremiumDec 20, 2024Expiry Date2.55Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9440Delta0.0949Gamma34.96Leverage Ratio-0.0163Theta-0.0035Rho-33.00Eff Leverage0.0083Vega