5.50Open5.65Pre Close6 Volume22 Open Interest89.00Strike Price3.30KTurnover87.04%IV0.68%PremiumNov 29, 2024Expiry Date4.86Intrinsic Value100Multiplier1DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.9406Delta0.0365Gamma18.96Leverage Ratio-0.3314Theta0.0013Rho17.83Eff Leverage0.0044Vega