6.70Open5.92Pre Close5 Volume5 Open Interest139.00Strike Price3.34KTurnover1396.64%IV0.39%PremiumDec 27, 2024Expiry Date6.05Intrinsic Value100Multiplier0DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.9321Delta0.0305Gamma24.58Leverage Ratio-166.1837Theta0.0000Rho22.92Eff Leverage0.0004Vega