5.71Open3.40Pre Close5 Volume563 Open Interest82.50Strike Price2.86KTurnover29.68%IV1.11%PremiumDec 20, 2024Expiry Date4.74Intrinsic Value100Multiplier27DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.7785Delta0.0419Gamma14.66Leverage Ratio-0.0460Theta0.0466Rho11.41Eff Leverage0.0711Vega