4.00Open3.85Pre Close7 Volume1.43K Open Interest40.00Strike Price2.67KTurnover77.61%IV2.46%PremiumDec 20, 2024Expiry Date2.94Intrinsic Value100Multiplier11DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.6856Delta0.0705Gamma9.63Leverage Ratio-0.0776Theta-0.0079Rho-6.60Eff Leverage0.0231Vega