2.87Open2.89Pre Close9 Volume225 Open Interest74.00Strike Price2.78KTurnover53.97%IV0.23%PremiumOct 11, 2024Expiry Date3.12Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.7676Delta0.0693Gamma20.57Leverage Ratio-0.1766Theta0.0062Rho15.79Eff Leverage0.0249Vega