3.70Open2.22Pre Close7 Volume88 Open Interest27.00Strike Price2.65KTurnover105.02%IV1.02%PremiumSep 13, 2024Expiry Date3.55Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.9359Delta0.0607Gamma6.51Leverage Ratio-0.0379Theta-0.0014Rho-6.10Eff Leverage0.0025Vega