0.86Open1.04Pre Close26 Volume126 Open Interest74.00Strike Price2.76KTurnover27.19%IV0.05%PremiumDec 27, 2024Expiry Date1.05Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8493Delta0.2252Gamma65.83Leverage Ratio-0.1358Theta0.0016Rho55.91Eff Leverage0.0089Vega