4.48Open5.10Pre Close6 Volume19 Open Interest185.00Strike Price2.72KTurnover19.18%IV0.79%PremiumDec 20, 2024Expiry Date2.89Intrinsic Value100Multiplier11DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type-0.6676Delta0.0618Gamma45.53Leverage Ratio-0.0898Theta-0.0299Rho-30.39Eff Leverage0.1138Vega