4.48Open5.10Pre Close6 Volume19 Open Interest185.00Strike Price2.72KTurnover20.19%IV0.95%PremiumDec 20, 2024Expiry Date2.59Intrinsic Value100Multiplier11DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type-0.6370Delta0.0598Gamma47.38Leverage Ratio-0.0989Theta-0.0296Rho-30.18Eff Leverage0.1185Vega