5.37Open5.60Pre Close5 Volume32 Open Interest91.00Strike Price2.81KTurnover846.30%IV0.02%PremiumJul 26, 2024Expiry Date5.97Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8517Delta0.0380Gamma15.03Leverage Ratio-35.0290Theta0.0000Rho12.80Eff Leverage0.0017Vega