2.65Open2.15Pre Close15 Volume138 Open Interest124.00Strike Price2.87KTurnover32.18%IV0.92%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier4DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5567Delta0.0959Gamma61.65Leverage Ratio-0.2129Theta-0.0069Rho-34.32Eff Leverage0.0506Vega