0.65Open0.65Pre Close48 Volume271 Open Interest13.00Strike Price3.50KTurnover35.44%IV1.41%PremiumNov 15, 2024Expiry Date0.58Intrinsic Value100Multiplier15DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7144Delta0.3875Gamma17.14Leverage Ratio-0.0092Theta-0.0032Rho-12.24Eff Leverage0.0086Vega