5.50Open3.60Pre Close5 Volume20 Open Interest85.00Strike Price3.17KTurnover63.88%IV3.35%PremiumDec 20, 2024Expiry Date4.02Intrinsic Value100Multiplier21DDays to Expiry2.98Extrinsic Value100Contract SizeAmericanOptions Type0.6525Delta0.0268Gamma11.49Leverage Ratio-0.1259Theta0.0296Rho7.49Eff Leverage0.0798Vega