5.60Open5.56Pre Close6 Volume46 Open Interest55.00Strike Price2.93KTurnover36.86%IV0.88%PremiumNov 15, 2024Expiry Date4.18Intrinsic Value100Multiplier24DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8008Delta0.0493Gamma11.84Leverage Ratio-0.0374Theta0.0285Rho9.48Eff Leverage0.0429Vega