5.70Open3.60Pre Close5 Volume25 Open Interest35.00Strike Price2.61KTurnover169.80%IV0.92%PremiumNov 29, 2024Expiry Date4.26Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7737Delta0.0442Gamma7.48Leverage Ratio-0.2822Theta0.0026Rho5.79Eff Leverage0.0121Vega