5.85Open5.75Pre Close3 Volume1 Open Interest142.50Strike Price2.28KTurnover90.41%IV4.79%PremiumSep 6, 2024Expiry Date1.45Intrinsic Value100Multiplier4DDays to Expiry6.75Extrinsic Value100Contract SizeAmericanOptions Type-0.5224Delta0.0300Gamma23.31Leverage Ratio-0.7045Theta-0.0081Rho-12.18Eff Leverage0.0586Vega