4.48Open5.10Pre Close6 Volume19 Open Interest185.00Strike Price2.72KTurnover18.77%IV0.30%PremiumDec 20, 2024Expiry Date3.77Intrinsic Value100Multiplier11DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.7034Delta0.0603Gamma38.56Leverage Ratio-0.0810Theta-0.0312Rho-27.12Eff Leverage0.1089Vega