4.00Open3.85Pre Close7 Volume1.43K Open Interest40.00Strike Price2.67KTurnover91.24%IV2.46%PremiumDec 20, 2024Expiry Date2.94Intrinsic Value100Multiplier11DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.6486Delta0.0618Gamma8.82Leverage Ratio-0.0950Theta-0.0080Rho-5.72Eff Leverage0.0245Vega