5.70Open5.69Pre Close5 Volume9 Open Interest51.00Strike Price2.90KTurnover73.81%IV0.64%PremiumNov 29, 2024Expiry Date5.49Intrinsic Value100Multiplier5DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.8882Delta0.0384Gamma9.74Leverage Ratio-0.0947Theta0.0063Rho8.65Eff Leverage0.0128Vega