5.73Open4.45Pre Close5 Volume163 Open Interest104.00Strike Price2.85KTurnover32.92%IV2.75%PremiumDec 20, 2024Expiry Date2.72Intrinsic Value100Multiplier27DDays to Expiry2.94Extrinsic Value100Contract SizeAmericanOptions Type0.6435Delta0.0388Gamma19.40Leverage Ratio-0.0737Theta0.0472Rho12.49Eff Leverage0.1088Vega