2.35Open1.75Pre Close12 Volume63 Open Interest85.00Strike Price2.71KTurnover43.79%IV7.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type0.3684Delta0.0389Gamma35.13Leverage Ratio-0.0704Theta0.0206Rho12.94Eff Leverage0.0835Vega