0.80Open0.85Pre Close40 Volume1.24K Open Interest25.00Strike Price3.50KTurnover37.17%IV4.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4425Delta0.1591Gamma28.77Leverage Ratio-0.0179Theta-0.0075Rho-12.73Eff Leverage0.0265Vega