5.90Open5.50Pre Close5 Volume15 Open Interest133.00Strike Price3.16KTurnover67.36%IV0.97%PremiumDec 6, 2024Expiry Date5.77Intrinsic Value100Multiplier3DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type-0.7252Delta0.0424Gamma18.99Leverage Ratio-0.4411Theta-0.0075Rho-13.77Eff Leverage0.0391Vega