5.70Open6.00Pre Close6 Volume124 Open Interest56.00Strike Price3.44KTurnover6044.88%IV0.31%PremiumNov 29, 2024Expiry Date5.52Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.9848Delta0.0140Gamma12.95Leverage Ratio-242.1912Theta0.0000Rho12.75Eff Leverage0.0000Vega