2.58Open4.65Pre Close11 Volume341 Open Interest119.00Strike Price2.74KTurnover30.95%IV0.23%PremiumDec 20, 2024Expiry Date2.20Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8871Delta0.1032Gamma52.35Leverage Ratio-0.2092Theta0.0026Rho46.44Eff Leverage0.0115Vega