2.50Open2.50Pre Close11 Volume37 Open Interest115.00Strike Price2.74KTurnover34.34%IV4.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.4385Delta0.0411Gamma37.91Leverage Ratio-0.0910Theta0.0284Rho16.63Eff Leverage0.1100Vega