27.50Open26.30Pre Close863 Volume2.65K Open Interest380.00Strike Price2.67MTurnover151.51%IV3.31%PremiumNov 22, 2024Expiry Date19.97Intrinsic Value100Multiplier3DDays to Expiry13.25Extrinsic Value100Contract SizeAmericanOptions Type0.7007Delta0.0060Gamma12.16Leverage Ratio-3.3573Theta0.0218Rho8.52Eff Leverage0.1323Vega