0.35Open0.60Pre Close71 Volume167 Open Interest61.00Strike Price3.62KTurnover29.10%IV0.71%PremiumSep 27, 2024Expiry Date0.27Intrinsic Value100Multiplier2DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.5665Delta0.2792Gamma86.76Leverage Ratio-0.1305Theta-0.0020Rho-49.15Eff Leverage0.0191Vega