4.48Open5.10Pre Close6 Volume19 Open Interest185.00Strike Price2.72KTurnover19.34%IV0.79%PremiumDec 20, 2024Expiry Date2.89Intrinsic Value100Multiplier11DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type-0.6679Delta0.0618Gamma45.53Leverage Ratio-0.0916Theta-0.0295Rho-30.41Eff Leverage0.1127Vega