3.60Open3.90Pre Close7 Volume662 Open Interest135.00Strike Price2.56KTurnover51.46%IV0.86%PremiumDec 20, 2024Expiry Date2.78Intrinsic Value100Multiplier5DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.6458Delta0.0442Gamma27.83Leverage Ratio-0.3288Theta0.0119Rho17.98Eff Leverage0.0609Vega