5.90Open5.70Pre Close6 Volume61 Open Interest110.00Strike Price3.54KTurnover46.50%IV3.91%PremiumDec 20, 2024Expiry Date1.54Intrinsic Value100Multiplier16DDays to Expiry4.36Extrinsic Value100Contract SizeAmericanOptions Type0.5838Delta0.0361Gamma21.45Leverage Ratio-0.1425Theta0.0259Rho12.52Eff Leverage0.0905Vega