0.43Open0.45Pre Close53 Volume7 Open Interest41.50Strike Price2.67KTurnover19.06%IV1.01%PremiumNov 29, 2024Expiry Date0.77Intrinsic Value100Multiplier4DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.8172Delta0.3439Gamma48.49Leverage Ratio-0.0241Theta-0.0027Rho-39.62Eff Leverage0.0111Vega