5.75Open5.60Pre Close5 Volume33 Open Interest132.00Strike Price2.64KTurnover74.68%IV-0.59%PremiumDec 13, 2024Expiry Date5.30Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-1.0000Delta0.0024Gamma23.68Leverage Ratio0.0000Theta0.0000Rho-23.68Eff Leverage0.0000Vega