5.70Open9.50Pre Close5 Volume17 Open Interest2050.00Strike Price2.92KTurnover28.03%IV2.85%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry6.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1855Delta0.0043Gamma326.14Leverage Ratio-2.0248Theta-0.0410Rho-60.49Eff Leverage0.5933Vega