9.30Open11.89Pre Close3 Volume544 Open Interest135.00Strike Price2.76KTurnover17.40%IV0.94%PremiumJan 17, 2025Expiry Date7.80Intrinsic Value100Multiplier6DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type0.9946Delta0.0049Gamma18.08Leverage Ratio-0.0187Theta0.0223Rho17.98Eff Leverage0.0029Vega