27.69Open24.45Pre Close1 Volume5 Open Interest111.00Strike Price2.77KTurnover117.02%IV0.82%PremiumJan 17, 2025Expiry Date27.00Intrinsic Value100Multiplier11DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.8952Delta0.0108Gamma3.03Leverage Ratio-0.1266Theta-0.0237Rho-2.72Eff Leverage0.0268Vega