5.95Open5.10Pre Close6 Volume105 Open Interest85.00Strike Price3.34KTurnover61.75%IV0.57%PremiumNov 8, 2024Expiry Date4.84Intrinsic Value100Multiplier3DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.8352Delta0.0468Gamma16.79Leverage Ratio-0.2060Theta0.0064Rho14.02Eff Leverage0.0213Vega