5.89Open6.75Pre Close4 Volume40 Open Interest95.00Strike Price2.44KTurnover57.32%IV2.17%PremiumNov 15, 2024Expiry Date4.10Intrinsic Value100Multiplier10DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type0.6936Delta0.0374Gamma16.11Leverage Ratio-0.1763Theta0.0171Rho11.18Eff Leverage0.0575Vega