7.10Open5.60Pre Close5 Volume8 Open Interest22.50Strike Price3.55KTurnover93.45%IV0.10%PremiumDec 20, 2024Expiry Date7.07Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9072Delta0.0246Gamma3.97Leverage Ratio-0.0280Theta0.0115Rho3.60Eff Leverage0.0120Vega