3.56Open5.04Pre Close15 Volume133 Open Interest107.00Strike Price5.36KTurnover88.65%IV0.54%PremiumDec 6, 2024Expiry Date3.00Intrinsic Value100Multiplier0DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.7904Delta0.1125Gamma40.37Leverage Ratio-1.4624Theta0.0006Rho31.91Eff Leverage0.0083Vega