27.87Open11.98Pre Close1 Volume2 Open Interest92.50Strike Price2.79KTurnover72.80%IV0.96%PremiumDec 20, 2024Expiry Date26.72Intrinsic Value100Multiplier25DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.9261Delta0.0062Gamma4.29Leverage Ratio-0.0732Theta0.0562Rho3.97Eff Leverage0.0435Vega