5.63Open4.95Pre Close5 Volume11 Open Interest43.50Strike Price2.75KTurnover122.93%IV0.88%PremiumDec 6, 2024Expiry Date4.86Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8673Delta0.0549Gamma7.58Leverage Ratio-0.1532Theta-0.0023Rho-6.57Eff Leverage0.0068Vega