0.25Open0.25Pre Close115 Volume2.30K Open Interest43.00Strike Price3.54KTurnover30.21%IV0.61%PremiumDec 6, 2024Expiry Date0.14Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5400Delta0.3542Gamma83.22Leverage Ratio-0.0875Theta-0.0016Rho-44.94Eff Leverage0.0148Vega