2.58Open4.65Pre Close11 Volume341 Open Interest119.00Strike Price2.74KTurnover32.64%IV0.23%PremiumDec 20, 2024Expiry Date2.20Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8863Delta0.1035Gamma52.35Leverage Ratio-0.2318Theta0.0023Rho46.40Eff Leverage0.0110Vega