6.52Open6.90Pre Close5 Volume263 Open Interest32.00Strike Price3.26KTurnover115.61%IV3.52%PremiumDec 20, 2024Expiry Date5.21Intrinsic Value100Multiplier5DDays to Expiry1.31Extrinsic Value100Contract SizeAmericanOptions Type0.8705Delta0.0396Gamma6.64Leverage Ratio-0.1027Theta0.0041Rho5.78Eff Leverage0.0097Vega