0.51Open0.49Pre Close44 Volume440 Open Interest33.00Strike Price2.75KTurnover23.70%IV0.46%PremiumDec 27, 2024Expiry Date0.43Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7293Delta0.3878Gamma53.06Leverage Ratio-0.0378Theta0.0028Rho38.69Eff Leverage0.0119Vega