1.35Open1.19Pre Close20 Volume72 Open Interest27.00Strike Price2.78KTurnover27.49%IV0.18%PremiumNov 29, 2024Expiry Date1.35Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9631Delta0.0988Gamma19.89Leverage Ratio-0.0102Theta0.0028Rho19.16Eff Leverage0.0024Vega