2.75Open3.00Pre Close10 Volume991 Open Interest20.50Strike Price2.75KTurnover115.37%IV0.89%PremiumNov 29, 2024Expiry Date2.54Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9245Delta0.0713Gamma9.10Leverage Ratio-0.0593Theta0.0010Rho8.42Eff Leverage0.0025Vega