2.80Open1.85Pre Close10 Volume1.02K Open Interest45.00Strike Price2.80KTurnover75.73%IV6.16%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier22DDays to Expiry2.77Extrinsic Value100Contract SizeAmericanOptions Type-0.4594Delta0.0474Gamma13.63Leverage Ratio-0.0734Theta-0.0131Rho-6.26Eff Leverage0.0440Vega