0.56Open1.26Pre Close59 Volume38 Open Interest51.00Strike Price2.67KTurnover23.71%IV1.54%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.3607Delta0.3060Gamma168.52Leverage Ratio-0.0644Theta-0.0018Rho-60.79Eff Leverage0.0193Vega