5.40Open6.05Pre Close5 Volume1.88K Open Interest110.00Strike Price2.70KTurnover34.37%IV1.02%PremiumDec 20, 2024Expiry Date4.21Intrinsic Value100Multiplier5DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.8233Delta0.0539Gamma24.04Leverage Ratio-0.1254Theta0.0134Rho19.80Eff Leverage0.0363Vega