5.56Open4.35Pre Close7 Volume5 Open Interest98.00Strike Price3.89KTurnover43.96%IV-0.06%PremiumDec 6, 2024Expiry Date5.62Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9093Delta0.0369Gamma17.71Leverage Ratio-0.1083Theta0.0083Rho16.10Eff Leverage0.0165Vega