5.55Open3.15Pre Close5 Volume93 Open Interest126.00Strike Price2.78KTurnover23.84%IV0.25%PremiumSep 6, 2024Expiry Date5.28Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9629Delta0.0391Gamma22.78Leverage Ratio-0.0167Theta-0.0055Rho-21.93Eff Leverage0.0099Vega