0.05Open0.10Pre Close547 Volume1.12K Open Interest17.50Strike Price2.70KTurnover44.07%IV5.47%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1360Delta0.2945Gamma332.80Leverage Ratio-0.0213Theta0.0002Rho45.26Eff Leverage0.0037Vega