6.00Open5.80Pre Close6 Volume18 Open Interest78.00Strike Price3.55KTurnover62.64%IV5.87%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier27DDays to Expiry4.63Extrinsic Value100Contract SizeAmericanOptions Type0.5673Delta0.0290Gamma13.26Leverage Ratio-0.1024Theta0.0293Rho7.52Eff Leverage0.0852Vega