2.15Open1.87Pre Close130 Volume609 Open Interest29.00Strike Price27.70KTurnover66.69%IV0.75%PremiumDec 20, 2024Expiry Date1.87Intrinsic Value100Multiplier22DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6842Delta0.0704Gamma10.04Leverage Ratio-0.0434Theta0.0109Rho6.87Eff Leverage0.0269Vega