3.00Open2.55Pre Close9 Volume138 Open Interest92.50Strike Price2.71KTurnover30.32%IV0.34%PremiumSep 20, 2024Expiry Date2.78Intrinsic Value100Multiplier6DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.7811Delta0.0769Gamma28.44Leverage Ratio-0.0990Theta0.0126Rho22.22Eff Leverage0.0374Vega