5.50Open3.85Pre Close5 Volume29 Open Interest127.00Strike Price2.75KTurnover189.52%IV-0.11%PremiumDec 6, 2024Expiry Date5.65Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9890Delta0.0115Gamma23.69Leverage Ratio-0.9080Theta0.0001Rho23.43Eff Leverage0.0004Vega