6.50Open4.90Pre Close4 Volume22 Open Interest135.00Strike Price2.61KTurnover42.70%IV4.49%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier25DDays to Expiry6.08Extrinsic Value100Contract SizeAmericanOptions Type0.5426Delta0.0263Gamma21.15Leverage Ratio-0.1294Theta0.0458Rho11.48Eff Leverage0.1404Vega