5.75Open4.80Pre Close6 Volume128 Open Interest35.00Strike Price3.13KTurnover50.26%IV0.38%PremiumDec 20, 2024Expiry Date4.95Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9091Delta0.0392Gamma7.68Leverage Ratio-0.0251Theta0.0135Rho6.98Eff Leverage0.0136Vega