5.55Open4.91Pre Close5 Volume52 Open Interest8.00Strike Price2.66KTurnover390.50%IV2.44%PremiumDec 6, 2024Expiry Date4.71Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.9872Delta0.0115Gamma2.69Leverage Ratio-0.0148Theta0.0003Rho2.65Eff Leverage0.0002Vega