6.30Open6.46Pre Close5 Volume131 Open Interest104.00Strike Price3.15KTurnover73.02%IV0.95%PremiumDec 6, 2024Expiry Date5.26Intrinsic Value100Multiplier3DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.7782Delta0.0412Gamma17.27Leverage Ratio-0.3813Theta0.0065Rho13.44Eff Leverage0.0295Vega