0.01Open0.03Pre Close2.07K Volume17.93K Open Interest5.50Strike Price2.76KTurnover2491.20%IV11.31%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0671Delta0.3725Gamma495.00Leverage Ratio-7.4321Theta0.0000Rho33.22Eff Leverage0.0000Vega