6.30Open5.70Pre Close6 Volume114 Open Interest72.50Strike Price3.78KTurnover30.89%IV0.43%PremiumDec 20, 2024Expiry Date5.96Intrinsic Value100Multiplier19DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8828Delta0.0356Gamma12.16Leverage Ratio-0.0360Theta0.0326Rho10.74Eff Leverage0.0352Vega