3.40Open4.61Pre Close14 Volume71 Open Interest66.00Strike Price5.44KTurnover171.49%IV0.47%PremiumDec 6, 2024Expiry Date2.75Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.7205Delta0.1607Gamma22.19Leverage Ratio-2.7518Theta-0.0002Rho-15.99Eff Leverage0.0041Vega