5.55Open4.91Pre Close5 Volume52 Open Interest8.00Strike Price2.66KTurnover450.46%IV0.85%PremiumDec 6, 2024Expiry Date4.91Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9785Delta0.0156Gamma2.62Leverage Ratio-0.0298Theta0.0002Rho2.56Eff Leverage0.0004Vega