5.31Open4.80Pre Close5 Volume1.89K Open Interest57.50Strike Price2.68KTurnover30.12%IV0.95%PremiumSep 20, 2024Expiry Date4.81Intrinsic Value100Multiplier32DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.8431Delta0.0428Gamma11.13Leverage Ratio-0.0273Theta0.0418Rho9.38Eff Leverage0.0447Vega