5.41Open7.62Pre Close8 Volume169 Open Interest172.50Strike Price3.93KTurnover11.92%IV0.26%PremiumDec 6, 2024Expiry Date2.92Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9532Delta0.0545Gamma58.28Leverage Ratio-0.0461Theta0.0121Rho55.55Eff Leverage0.0147Vega