5.47Open5.78Pre Close6 Volume54 Open Interest187.50Strike Price3.27KTurnover38.18%IV0.91%PremiumJan 10, 2025Expiry Date3.76Intrinsic Value100Multiplier2DDays to Expiry1.67Extrinsic Value100Contract SizeAmericanOptions Type-0.7742Delta0.0626Gamma42.24Leverage Ratio-0.4201Theta-0.0061Rho-32.70Eff Leverage0.0380Vega