6.25Open5.36Pre Close6 Volume5.13K Open Interest110.00Strike Price3.80KTurnover52.98%IV0.37%PremiumDec 20, 2024Expiry Date5.97Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.8205Delta0.0434Gamma16.00Leverage Ratio-0.1691Theta-0.0094Rho-13.13Eff Leverage0.0301Vega