27.70Open37.60Pre Close1 Volume69 Open Interest310.00Strike Price2.77KTurnover39.10%IV1.46%PremiumAug 16, 2024Expiry Date22.84Intrinsic Value100Multiplier22DDays to Expiry4.86Extrinsic Value100Contract SizeAmericanOptions Type0.7915Delta0.0088Gamma11.95Leverage Ratio-0.2402Theta0.1463Rho9.46Eff Leverage0.2380Vega