5.50Open8.00Pre Close5 Volume41 Open Interest340.00Strike Price3.47KTurnover27.07%IV1.45%PremiumDec 20, 2024Expiry Date2.40Intrinsic Value100Multiplier6DDays to Expiry4.90Extrinsic Value100Contract SizeAmericanOptions Type-0.5664Delta0.0334Gamma57.22Leverage Ratio-0.3754Theta-0.0291Rho-32.41Eff Leverage0.1717Vega