5.50Open4.90Pre Close6 Volume13 Open Interest34.00Strike Price3.30KTurnover52.08%IV0.11%PremiumOct 18, 2024Expiry Date5.47Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9171Delta0.0512Gamma5.14Leverage Ratio-0.0102Theta-0.0100Rho-4.71Eff Leverage0.0102Vega