27.00Open25.28Pre Close1 Volume94 Open Interest530.00Strike Price2.70KTurnover36.25%IV0.39%PremiumJul 26, 2024Expiry Date24.81Intrinsic Value100Multiplier3DDays to Expiry2.19Extrinsic Value100Contract SizeAmericanOptions Type0.8982Delta0.0089Gamma21.34Leverage Ratio-0.5350Theta0.0467Rho19.17Eff Leverage0.0980Vega