5.10Open4.90Pre Close5 Volume136 Open Interest57.50Strike Price2.67KTurnover58.28%IV3.96%PremiumNov 15, 2024Expiry Date2.94Intrinsic Value100Multiplier25DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5983Delta0.0464Gamma10.91Leverage Ratio-0.0604Theta-0.0225Rho-6.53Eff Leverage0.0557Vega