5.55Open2.80Pre Close4 Volume34 Open Interest187.50Strike Price2.78KTurnover40.35%IV1.28%PremiumDec 6, 2024Expiry Date6.00Intrinsic Value100Multiplier2DDays to Expiry2.33Extrinsic Value100Contract SizeAmericanOptions Type-0.8660Delta0.0403Gamma29.04Leverage Ratio-0.2495Theta-0.0074Rho-25.15Eff Leverage0.0291Vega