5.70Open5.45Pre Close5 Volume2.50K Open Interest27.50Strike Price2.77KTurnover94.44%IV0.95%PremiumDec 20, 2024Expiry Date5.19Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.9646Delta0.0242Gamma6.23Leverage Ratio-0.0301Theta0.0029Rho6.01Eff Leverage0.0027Vega