10.65Open9.00Pre Close3 Volume247 Open Interest27.50Strike Price3.47KTurnover174.67%IV0.33%PremiumNov 29, 2024Expiry Date11.87Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9800Delta0.0067Gamma3.27Leverage Ratio-0.0385Theta0.0030Rho3.20Eff Leverage0.0020Vega