3.50Open2.80Pre Close6 Volume27 Open Interest28.50Strike Price2.77KTurnover361.70%IV3.73%PremiumNov 29, 2024Expiry Date4.51Intrinsic Value100Multiplier0DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.9523Delta0.0414Gamma5.27Leverage Ratio-0.4015Theta-0.0002Rho-5.02Eff Leverage0.0007Vega