2.70Open2.40Pre Close10 Volume110 Open Interest15.00Strike Price2.70KTurnover45.76%IV0.74%PremiumNov 15, 2024Expiry Date2.57Intrinsic Value100Multiplier24DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9219Delta0.0705Gamma6.22Leverage Ratio-0.0078Theta0.0090Rho5.73Eff Leverage0.0066Vega