5.60Open5.60Pre Close7 Volume6 Open Interest58.00Strike Price3.89KTurnover43.95%IV2.06%PremiumNov 15, 2024Expiry Date4.12Intrinsic Value100Multiplier25DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type0.7527Delta0.0445Gamma11.50Leverage Ratio-0.0507Theta0.0280Rho8.66Eff Leverage0.0511Vega