26.93Open34.68Pre Close1 Volume45 Open Interest765.00Strike Price2.69KTurnover53.41%IV0.36%PremiumDec 13, 2024Expiry Date24.07Intrinsic Value100Multiplier1DDays to Expiry2.86Extrinsic Value100Contract SizeAmericanOptions Type0.8430Delta0.0102Gamma29.92Leverage Ratio-2.0499Theta0.0201Rho25.22Eff Leverage0.1061Vega