5.54Open4.51Pre Close5 Volume6 Open Interest53.00Strike Price2.77KTurnover72.44%IV-0.20%PremiumSep 27, 2024Expiry Date5.66Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9439Delta0.0294Gamma10.16Leverage Ratio-0.0687Theta0.0041Rho9.59Eff Leverage0.0060Vega