5.80Open4.80Pre Close6 Volume13 Open Interest68.00Strike Price3.48KTurnover107.18%IV3.03%PremiumDec 13, 2024Expiry Date3.63Intrinsic Value100Multiplier1DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type0.7850Delta0.0590Gamma16.78Leverage Ratio-0.5039Theta0.0022Rho13.17Eff Leverage0.0135Vega