5.68Open5.70Pre Close5 Volume70 Open Interest170.00Strike Price2.79KTurnover31.22%IV2.40%PremiumOct 18, 2024Expiry Date1.76Intrinsic Value100Multiplier21DDays to Expiry4.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5375Delta0.0319Gamma29.52Leverage Ratio-0.1091Theta-0.0468Rho-15.87Eff Leverage0.1599Vega