3.70Open6.40Pre Close12 Volume9 Open Interest110.00Strike Price3.71KTurnover33.59%IV1.08%PremiumDec 20, 2024Expiry Date1.88Intrinsic Value100Multiplier5DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6548Delta0.0856Gamma38.61Leverage Ratio-0.1523Theta-0.0092Rho-25.28Eff Leverage0.0475Vega