3.75Open4.02Pre Close10 Volume40 Open Interest220.00Strike Price3.53KTurnover26.37%IV0.48%PremiumDec 6, 2024Expiry Date2.47Intrinsic Value100Multiplier4DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5079Delta0.0640Gamma53.71Leverage Ratio-0.3002Theta-0.0120Rho-27.28Eff Leverage0.0945Vega