4.44Open4.70Pre Close6 Volume412 Open Interest70.00Strike Price2.67KTurnover65.27%IV5.51%PremiumNov 15, 2024Expiry Date0.89Intrinsic Value100Multiplier21DDays to Expiry3.81Extrinsic Value100Contract SizeAmericanOptions Type-0.4960Delta0.0371Gamma14.70Leverage Ratio-0.1000Theta-0.0199Rho-7.29Eff Leverage0.0660Vega