0.49Open0.52Pre Close60 Volume6.93K Open Interest11.50Strike Price2.70KTurnover47.94%IV1.19%PremiumDec 20, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7287Delta0.5428Gamma28.12Leverage Ratio-0.0260Theta0.0009Rho20.49Eff Leverage0.0042Vega