5.75Open6.10Pre Close6 Volume322 Open Interest105.00Strike Price3.37KTurnover26.44%IV1.67%PremiumDec 20, 2024Expiry Date3.09Intrinsic Value100Multiplier22DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type0.6964Delta0.0491Gamma22.52Leverage Ratio-0.0638Theta0.0438Rho15.68Eff Leverage0.0941Vega