0.03Open0.03Pre Close775 Volume13.67K Open Interest4.00Strike Price2.74KTurnover56.87%IV2.22%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.3243Delta2.5840Gamma135.33Leverage Ratio-0.0229Theta0.0000Rho-43.89Eff Leverage0.0009Vega