5.50Open5.00Pre Close7 Volume42 Open Interest85.00Strike Price3.68KTurnover35.82%IV2.27%PremiumDec 20, 2024Expiry Date3.55Intrinsic Value100Multiplier24DDays to Expiry1.85Extrinsic Value100Contract SizeAmericanOptions Type-0.6547Delta0.0503Gamma16.29Leverage Ratio-0.0521Theta-0.0312Rho-10.67Eff Leverage0.0767Vega