5.89Open12.44Pre Close6 Volume10 Open Interest29.00Strike Price3.48KTurnover72.48%IV5.29%PremiumJan 17, 2025Expiry Date3.88Intrinsic Value100Multiplier15DDays to Expiry1.74Extrinsic Value100Contract SizeAmericanOptions Type0.8406Delta0.0498Gamma6.32Leverage Ratio-0.0423Theta0.0096Rho5.31Eff Leverage0.0163Vega