5.34Open3.90Pre Close5 Volume164 Open Interest85.00Strike Price2.67KTurnover53.50%IV1.81%PremiumSep 20, 2024Expiry Date3.87Intrinsic Value100Multiplier7DDays to Expiry1.47Extrinsic Value100Contract SizeAmericanOptions Type-0.7209Delta0.0565Gamma16.90Leverage Ratio-0.1406Theta-0.0104Rho-12.18Eff Leverage0.0376Vega