5.56Open6.32Pre Close5 Volume5 Open Interest16.50Strike Price2.78KTurnover157.50%IV-5.81%PremiumSep 6, 2024Expiry Date6.92Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9856Delta0.0094Gamma3.37Leverage Ratio-0.0159Theta0.0018Rho3.32Eff Leverage0.0009Vega