2.95Open3.50Pre Close22 Volume155 Open Interest40.50Strike Price5.77KTurnover48.99%IV0.07%PremiumDec 6, 2024Expiry Date2.47Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9413Delta0.0745Gamma17.05Leverage Ratio-0.0390Theta0.0021Rho16.05Eff Leverage0.0038Vega