2.70Open2.40Pre Close10 Volume110 Open Interest15.00Strike Price2.70KTurnover64.04%IV1.03%PremiumNov 15, 2024Expiry Date2.52Intrinsic Value100Multiplier24DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8531Delta0.0794Gamma6.61Leverage Ratio-0.0152Theta0.0081Rho5.64Eff Leverage0.0104Vega