5.15Open4.88Pre Close6 Volume598 Open Interest39.00Strike Price2.77KTurnover128.11%IV0.44%PremiumAug 16, 2024Expiry Date4.31Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8043Delta0.0479Gamma8.66Leverage Ratio-0.2107Theta0.0032Rho6.97Eff Leverage0.0125Vega