3.40Open3.55Pre Close10 Volume417 Open Interest25.00Strike Price3.40KTurnover38.32%IV0.46%PremiumDec 20, 2024Expiry Date3.27Intrinsic Value100Multiplier23DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9080Delta0.0606Gamma8.31Leverage Ratio-0.0123Theta0.0141Rho7.55Eff Leverage0.0117Vega