5.40Open6.05Pre Close5 Volume1.88K Open Interest110.00Strike Price2.70KTurnover37.80%IV1.02%PremiumDec 20, 2024Expiry Date4.21Intrinsic Value100Multiplier4DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.8209Delta0.0539Gamma24.04Leverage Ratio-0.1498Theta0.0112Rho19.74Eff Leverage0.0335Vega