2.87Open2.89Pre Close9 Volume225 Open Interest74.00Strike Price2.78KTurnover53.48%IV0.40%PremiumOct 11, 2024Expiry Date2.99Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.7750Delta0.0686Gamma21.09Leverage Ratio-0.1719Theta0.0063Rho16.35Eff Leverage0.0245Vega