5.55Open4.91Pre Close5 Volume52 Open Interest8.00Strike Price2.66KTurnover514.92%IV0.12%PremiumDec 6, 2024Expiry Date5.01Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9646Delta0.0207Gamma2.59Leverage Ratio-0.0598Theta0.0002Rho2.50Eff Leverage0.0006Vega