9.30Open9.40Pre Close3 Volume168 Open Interest92.50Strike Price2.79KTurnover62.48%IV1.96%PremiumNov 15, 2024Expiry Date7.34Intrinsic Value100Multiplier11DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.7800Delta0.0274Gamma11.22Leverage Ratio-0.1562Theta0.0207Rho8.75Eff Leverage0.0512Vega