5.50Open3.85Pre Close5 Volume29 Open Interest127.00Strike Price2.75KTurnover137.72%IV0.06%PremiumDec 6, 2024Expiry Date5.42Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9445Delta0.0314Gamma27.16Leverage Ratio-1.3914Theta0.0005Rho25.65Eff Leverage0.0029Vega