2.70Open2.40Pre Close10 Volume110 Open Interest15.00Strike Price2.70KTurnover64.40%IV0.88%PremiumNov 15, 2024Expiry Date2.55Intrinsic Value100Multiplier24DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8540Delta0.0786Gamma6.21Leverage Ratio-0.0153Theta0.0081Rho5.30Eff Leverage0.0104Vega