27.75Open11.81Pre Close1 Volume2 Open Interest133.00Strike Price2.78KTurnover131.08%IV6.09%PremiumOct 11, 2024Expiry Date20.92Intrinsic Value100Multiplier3DDays to Expiry6.83Extrinsic Value100Contract SizeAmericanOptions Type-0.9279Delta0.0110Gamma5.27Leverage Ratio-0.2573Theta-0.0074Rho-4.89Eff Leverage0.0132Vega