5.20Open6.50Pre Close6 Volume15 Open Interest215.00Strike Price2.82KTurnover33.38%IV0.35%PremiumDec 6, 2024Expiry Date3.63Intrinsic Value100Multiplier2DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.7479Delta0.0582Gamma48.58Leverage Ratio-0.4756Theta0.0090Rho36.34Eff Leverage0.0524Vega