5.58Open5.35Pre Close5 Volume125 Open Interest46.50Strike Price2.72KTurnover75.96%IV0.45%PremiumOct 4, 2024Expiry Date5.04Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9021Delta0.0406Gamma9.78Leverage Ratio-0.0871Theta0.0049Rho8.82Eff Leverage0.0097Vega