5.40Open7.46Pre Close5 Volume58 Open Interest55.00Strike Price2.70KTurnover101.55%IV0.72%PremiumAug 16, 2024Expiry Date5.04Intrinsic Value100Multiplier6DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.7382Delta0.0483Gamma8.33Leverage Ratio-0.1676Theta-0.0067Rho-6.15Eff Leverage0.0217Vega