3.70Open4.10Pre Close16 Volume3 Open Interest16.00Strike Price5.97KTurnover1015.40%IV0.98%PremiumNov 29, 2024Expiry Date3.78Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7523Delta0.0808Gamma2.86Leverage Ratio-1.7163Theta-0.0001Rho-2.15Eff Leverage0.0012Vega