5.52Open11.40Pre Close6 Volume11 Open Interest287.50Strike Price3.58KTurnover48.15%IV1.56%PremiumDec 6, 2024Expiry Date3.63Intrinsic Value100Multiplier2DDays to Expiry4.54Extrinsic Value100Contract SizeAmericanOptions Type0.6314Delta0.0317Gamma42.81Leverage Ratio-0.9660Theta0.0127Rho27.03Eff Leverage0.0930Vega