5.80Open3.55Pre Close6 Volume684 Open Interest162.50Strike Price3.48KTurnover41.14%IV0.04%PremiumNov 22, 2024Expiry Date5.78Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8305Delta0.0441Gamma25.08Leverage Ratio-0.2313Theta-0.0092Rho-20.82Eff Leverage0.0355Vega