4.00Open2.30Pre Close6 Volume12 Open Interest45.00Strike Price2.76KTurnover52.86%IV0.60%PremiumOct 18, 2024Expiry Date4.70Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8050Delta0.0437Gamma9.20Leverage Ratio-0.0460Theta0.0199Rho7.41Eff Leverage0.0329Vega