5.50Open6.10Pre Close7 Volume12 Open Interest43.00Strike Price3.85KTurnover83.80%IV0.61%PremiumDec 27, 2024Expiry Date5.27Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.9882Delta0.0176Gamma7.15Leverage Ratio-0.0050Theta-0.0009Rho-7.07Eff Leverage0.0008Vega