3.60Open3.90Pre Close7 Volume662 Open Interest135.00Strike Price2.56KTurnover46.25%IV0.86%PremiumDec 20, 2024Expiry Date2.78Intrinsic Value100Multiplier6DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.6471Delta0.0443Gamma27.83Leverage Ratio-0.2658Theta0.0146Rho18.01Eff Leverage0.0674Vega