5.60Open5.43Pre Close7 Volume752 Open Interest115.00Strike Price3.94KTurnover25.77%IV0.78%PremiumDec 20, 2024Expiry Date4.76Intrinsic Value100Multiplier16DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.7564Delta0.0484Gamma20.30Leverage Ratio-0.0732Theta0.0377Rho15.35Eff Leverage0.0786Vega