4.00Open3.85Pre Close7 Volume1.43K Open Interest40.00Strike Price2.67KTurnover90.28%IV2.46%PremiumDec 20, 2024Expiry Date2.94Intrinsic Value100Multiplier12DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.6485Delta0.0618Gamma8.82Leverage Ratio-0.0930Theta-0.0081Rho-5.72Eff Leverage0.0248Vega