27.00Open25.28Pre Close1 Volume94 Open Interest530.00Strike Price2.70KTurnover36.25%IV0.52%PremiumJul 26, 2024Expiry Date24.12Intrinsic Value100Multiplier3DDays to Expiry2.88Extrinsic Value100Contract SizeAmericanOptions Type0.8982Delta0.0089Gamma22.14Leverage Ratio-0.5350Theta0.0467Rho19.89Eff Leverage0.0980Vega