5.71Open3.40Pre Close5 Volume563 Open Interest82.50Strike Price2.86KTurnover30.31%IV1.11%PremiumDec 20, 2024Expiry Date4.74Intrinsic Value100Multiplier26DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.7774Delta0.0418Gamma14.66Leverage Ratio-0.0477Theta0.0449Rho11.40Eff Leverage0.0700Vega