5.55Open4.91Pre Close5 Volume52 Open Interest8.00Strike Price2.66KTurnover550.00%IV0.77%PremiumDec 6, 2024Expiry Date4.92Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9566Delta0.0233Gamma2.61Leverage Ratio-0.0799Theta0.0002Rho2.50Eff Leverage0.0007Vega