3.80Open5.75Pre Close13 Volume247 Open Interest195.00Strike Price5.38KTurnover25.29%IV0.91%PremiumDec 20, 2024Expiry Date2.40Intrinsic Value100Multiplier5DDays to Expiry1.80Extrinsic Value100Contract SizeAmericanOptions Type0.6694Delta0.0604Gamma51.27Leverage Ratio-0.2305Theta0.0185Rho34.32Eff Leverage0.0860Vega