26.93Open34.68Pre Close1 Volume45 Open Interest765.00Strike Price2.69KTurnover53.87%IV0.55%PremiumDec 13, 2024Expiry Date22.61Intrinsic Value100Multiplier1DDays to Expiry4.32Extrinsic Value100Contract SizeAmericanOptions Type0.8295Delta0.0107Gamma32.02Leverage Ratio-2.2653Theta0.0195Rho26.56Eff Leverage0.1111Vega