0.65Open0.65Pre Close48 Volume271 Open Interest13.00Strike Price3.50KTurnover36.97%IV1.57%PremiumNov 15, 2024Expiry Date0.56Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6969Delta0.3789Gamma17.78Leverage Ratio-0.0100Theta-0.0032Rho-12.39Eff Leverage0.0088Vega