5.78Open6.99Pre Close5 Volume1.06K Open Interest55.00Strike Price2.89KTurnover23.55%IV0.23%PremiumNov 15, 2024Expiry Date5.64Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9590Delta0.0247Gamma10.37Leverage Ratio-0.0131Theta0.0325Rho9.94Eff Leverage0.0133Vega