5.00Open6.05Pre Close5 Volume751 Open Interest165.00Strike Price2.61KTurnover22.81%IV1.07%PremiumOct 18, 2024Expiry Date3.54Intrinsic Value100Multiplier15DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type0.6975Delta0.0439Gamma30.92Leverage Ratio-0.1049Theta0.0479Rho21.57Eff Leverage0.1216Vega