5.80Open1.40Pre Close5 Volume4 Open Interest112.00Strike Price2.90KTurnover84.86%IV2.93%PremiumDec 20, 2024Expiry Date2.59Intrinsic Value100Multiplier10DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5129Delta0.0258Gamma14.21Leverage Ratio-0.3098Theta-0.0160Rho-7.29Eff Leverage0.0728Vega