5.70Open7.30Pre Close6 Volume168 Open Interest150.00Strike Price3.48KTurnover37.77%IV0.23%PremiumSep 20, 2024Expiry Date5.46Intrinsic Value100Multiplier3DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.8695Delta0.0418Gamma26.57Leverage Ratio-0.2072Theta0.0096Rho23.11Eff Leverage0.0284Vega