0.86Open0.70Pre Close43 Volume316 Open Interest44.50Strike Price2.79KTurnover39.05%IV0.84%PremiumDec 27, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5647Delta0.2936Gamma66.54Leverage Ratio-0.1341Theta-0.0014Rho-37.57Eff Leverage0.0135Vega