5.95Open5.10Pre Close6 Volume107 Open Interest85.00Strike Price3.34KTurnover59.70%IV0.57%PremiumNov 8, 2024Expiry Date4.84Intrinsic Value100Multiplier3DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.8398Delta0.0469Gamma16.87Leverage Ratio-0.1929Theta0.0066Rho14.17Eff Leverage0.0212Vega