6.40Open4.70Pre Close5 Volume0 Open Interest136.00Strike Price3.20KTurnover32.03%IV0.41%PremiumDec 6, 2024Expiry Date5.87Intrinsic Value100Multiplier2DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.9708Delta0.0263Gamma22.06Leverage Ratio-0.0200Theta-0.0037Rho-21.41Eff Leverage0.0064Vega