3.61Open3.70Pre Close16 Volume67 Open Interest155.00Strike Price4.95KTurnover50.14%IV1.60%PremiumDec 20, 2024Expiry Date1.50Intrinsic Value100Multiplier6DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type0.5751Delta0.0376Gamma31.30Leverage Ratio-0.3400Theta0.0150Rho18.00Eff Leverage0.0815Vega