5.50Open4.90Pre Close6 Volume13 Open Interest34.00Strike Price3.30KTurnover52.24%IV0.11%PremiumOct 18, 2024Expiry Date5.47Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9172Delta0.0511Gamma5.14Leverage Ratio-0.0103Theta-0.0099Rho-4.71Eff Leverage0.0102Vega