5.90Open4.50Pre Close5 Volume154 Open Interest72.50Strike Price2.95KTurnover54.74%IV1.42%PremiumSep 20, 2024Expiry Date4.80Intrinsic Value100Multiplier3DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type0.8927Delta0.0474Gamma15.46Leverage Ratio-0.1176Theta0.0055Rho13.80Eff Leverage0.0131Vega