5.50Open5.92Pre Close5 Volume34 Open Interest20.00Strike Price2.68KTurnover209.62%IV0.16%PremiumDec 13, 2024Expiry Date5.23Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9469Delta0.0284Gamma4.74Leverage Ratio-0.0827Theta0.0010Rho4.49Eff Leverage0.0020Vega