4.48Open5.10Pre Close6 Volume19 Open Interest185.00Strike Price2.72KTurnover19.55%IV0.79%PremiumDec 20, 2024Expiry Date2.89Intrinsic Value100Multiplier10DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type-0.6683Delta0.0618Gamma45.53Leverage Ratio-0.0940Theta-0.0288Rho-30.43Eff Leverage0.1113Vega