5.50Open6.84Pre Close6 Volume868 Open Interest77.50Strike Price3.30KTurnover28.94%IV0.63%PremiumDec 20, 2024Expiry Date4.98Intrinsic Value100Multiplier16DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8600Delta0.0441Gamma15.00Leverage Ratio-0.0422Theta0.0292Rho12.90Eff Leverage0.0388Vega