26.93Open34.68Pre Close1 Volume45 Open Interest765.00Strike Price2.69KTurnover51.08%IV1.27%PremiumDec 13, 2024Expiry Date17.03Intrinsic Value100Multiplier1DDays to Expiry9.90Extrinsic Value100Contract SizeAmericanOptions Type0.7781Delta0.0139Gamma40.89Leverage Ratio-2.8553Theta0.0169Rho31.82Eff Leverage0.1245Vega