5.54Open4.51Pre Close5 Volume6 Open Interest53.00Strike Price2.77KTurnover73.57%IV-0.20%PremiumSep 27, 2024Expiry Date5.66Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9437Delta0.0295Gamma10.16Leverage Ratio-0.0704Theta0.0039Rho9.58Eff Leverage0.0059Vega