0.35Open0.10Pre Close348 Volume662 Open Interest22.00Strike Price5.60KTurnover369.65%IV101.19%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0365Delta0.0207Gamma219.20Leverage Ratio-0.0357Theta0.0000Rho8.01Eff Leverage0.0008Vega