6.00Open3.85Pre Close5 Volume14 Open Interest35.00Strike Price3.06KTurnover93.76%IV0.73%PremiumDec 20, 2024Expiry Date6.09Intrinsic Value100Multiplier5DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.9450Delta0.0350Gamma4.70Leverage Ratio-0.0275Theta-0.0035Rho-4.44Eff Leverage0.0040Vega