5.50Open5.50Pre Close5 Volume0 Open Interest50.00Strike Price2.75KTurnover62.70%IV0.13%PremiumSep 20, 2024Expiry Date5.44Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.9151Delta0.0449Gamma8.03Leverage Ratio-0.0388Theta-0.0055Rho-7.35Eff Leverage0.0090Vega