3.50Open4.38Pre Close10 Volume406 Open Interest9.00Strike Price3.52KTurnover62.37%IV0.80%PremiumNov 15, 2024Expiry Date3.51Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9830Delta0.0206Gamma3.52Leverage Ratio-0.0027Theta0.0060Rho3.46Eff Leverage0.0014Vega