5.50Open6.10Pre Close7 Volume12 Open Interest43.00Strike Price3.85KTurnover75.25%IV0.61%PremiumDec 27, 2024Expiry Date5.27Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.9875Delta0.0191Gamma7.15Leverage Ratio-0.0050Theta-0.0011Rho-7.06Eff Leverage0.0009Vega