5.75Open6.10Pre Close6 Volume322 Open Interest105.00Strike Price3.37KTurnover26.84%IV1.67%PremiumDec 20, 2024Expiry Date3.09Intrinsic Value100Multiplier22DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type0.6957Delta0.0490Gamma22.52Leverage Ratio-0.0655Theta0.0426Rho15.67Eff Leverage0.0930Vega