0.65Open0.65Pre Close48 Volume271 Open Interest13.00Strike Price3.50KTurnover37.93%IV1.49%PremiumNov 15, 2024Expiry Date0.57Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7015Delta0.3686Gamma17.15Leverage Ratio-0.0102Theta-0.0032Rho-12.03Eff Leverage0.0087Vega