27.75Open11.81Pre Close1 Volume2 Open Interest133.00Strike Price2.78KTurnover132.90%IV6.09%PremiumOct 11, 2024Expiry Date20.92Intrinsic Value100Multiplier2DDays to Expiry6.83Extrinsic Value100Contract SizeAmericanOptions Type-0.9280Delta0.0110Gamma5.27Leverage Ratio-0.2626Theta-0.0072Rho-4.89Eff Leverage0.0130Vega