5.80Open6.55Pre Close5 Volume18 Open Interest187.50Strike Price2.90KTurnover119.09%IV0.25%PremiumNov 29, 2024Expiry Date5.35Intrinsic Value100Multiplier0DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.9440Delta0.0326Gamma33.89Leverage Ratio-1.9878Theta-0.0004Rho-31.99Eff Leverage0.0033Vega