5.62Open5.00Pre Close6 Volume438 Open Interest92.50Strike Price3.49KTurnover23.51%IV1.03%PremiumDec 20, 2024Expiry Date5.00Intrinsic Value100Multiplier27DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.8161Delta0.0424Gamma16.39Leverage Ratio-0.0394Theta0.0552Rho13.37Eff Leverage0.0710Vega