2.87Open2.89Pre Close9 Volume225 Open Interest74.00Strike Price2.78KTurnover53.48%IV0.33%PremiumOct 11, 2024Expiry Date3.05Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7750Delta0.0686Gamma20.82Leverage Ratio-0.1719Theta0.0063Rho16.14Eff Leverage0.0245Vega