5.55Open4.91Pre Close5 Volume52 Open Interest8.00Strike Price2.66KTurnover326.81%IV0.76%PremiumDec 6, 2024Expiry Date4.92Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9952Delta0.0057Gamma2.61Leverage Ratio-0.0048Theta0.0003Rho2.60Eff Leverage0.0001Vega