2.58Open4.65Pre Close11 Volume341 Open Interest119.00Strike Price2.74KTurnover29.13%IV-0.49%PremiumDec 20, 2024Expiry Date3.08Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9351Delta0.0658Gamma41.52Leverage Ratio-0.0690Theta0.0033Rho38.83Eff Leverage0.0084Vega