27.60Open38.22Pre Close1 Volume40 Open Interest570.00Strike Price2.76KTurnover49.07%IV2.88%PremiumDec 20, 2024Expiry Date11.51Intrinsic Value100Multiplier19DDays to Expiry16.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5426Delta0.0063Gamma18.07Leverage Ratio-0.6190Theta-0.1553Rho-9.81Eff Leverage0.5100Vega