27.00Open18.04Pre Close1 Volume4 Open Interest135.00Strike Price2.70KTurnover64.53%IV1.74%PremiumJan 17, 2025Expiry Date24.23Intrinsic Value100Multiplier11DDays to Expiry2.77Extrinsic Value100Contract SizeAmericanOptions Type0.9423Delta0.0064Gamma6.21Leverage Ratio-0.1060Theta0.0378Rho5.85Eff Leverage0.0321Vega