5.80Open1.40Pre Close5 Volume4 Open Interest112.00Strike Price2.90KTurnover80.52%IV4.75%PremiumDec 20, 2024Expiry Date0.50Intrinsic Value100Multiplier10DDays to Expiry5.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5112Delta0.0271Gamma17.70Leverage Ratio-0.2934Theta-0.0159Rho-9.05Eff Leverage0.0731Vega