5.55Open6.04Pre Close5 Volume28 Open Interest40.00Strike Price2.78KTurnover542.83%IV-0.13%PremiumDec 13, 2024Expiry Date5.61Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9785Delta0.0169Gamma8.07Leverage Ratio-1.3181Theta0.0001Rho7.90Eff Leverage0.0003Vega