28.68Open20.08Pre Close1 Volume3 Open Interest245.00Strike Price2.87KTurnover5927.63%IV0.46%PremiumNov 29, 2024Expiry Date27.43Intrinsic Value100Multiplier0DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.9364Delta0.0064Gamma9.70Leverage Ratio-2209.3513Theta0.0000Rho9.09Eff Leverage0.0004Vega