2.70Open5.85Pre Close10 Volume11 Open Interest139.00Strike Price2.70KTurnover34.17%IV0.55%PremiumAug 30, 2024Expiry Date1.93Intrinsic Value100Multiplier2DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.6999Delta0.0892Gamma51.62Leverage Ratio-0.3232Theta0.0063Rho36.13Eff Leverage0.0397Vega