5.50Open5.65Pre Close6 Volume16 Open Interest89.00Strike Price3.30KTurnover272.02%IV0.68%PremiumNov 29, 2024Expiry Date4.86Intrinsic Value100Multiplier0DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.8097Delta0.0460Gamma17.07Leverage Ratio-4.1431Theta0.0004Rho13.82Eff Leverage0.0059Vega