27.87Open39.55Pre Close1 Volume3 Open Interest160.00Strike Price2.79KTurnover23.50%IV0.47%PremiumSep 20, 2024Expiry Date26.99Intrinsic Value100Multiplier32DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.9902Delta0.0020Gamma6.74Leverage Ratio-0.0271Theta0.1388Rho6.67Eff Leverage0.0146Vega