0.86Open0.70Pre Close43 Volume316 Open Interest44.50Strike Price2.79KTurnover35.32%IV0.84%PremiumDec 27, 2024Expiry Date0.25Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5638Delta0.2931Gamma66.54Leverage Ratio-0.1057Theta-0.0017Rho-37.52Eff Leverage0.0150Vega