0.38Open0.60Pre Close92 Volume684 Open Interest19.00Strike Price3.40KTurnover70.49%IV1.92%PremiumDec 6, 2024Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5106Delta0.3927Gamma45.84Leverage Ratio-0.1130Theta0.0005Rho23.41Eff Leverage0.0057Vega