5.60Open5.90Pre Close6 Volume141 Open Interest115.00Strike Price3.80KTurnover38.09%IV2.09%PremiumDec 20, 2024Expiry Date4.87Intrinsic Value100Multiplier23DDays to Expiry2.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6511Delta0.0359Gamma15.85Leverage Ratio-0.0780Theta-0.0403Rho-10.32Eff Leverage0.1014Vega