0.15Open0.15Pre Close219 Volume26 Open Interest5.00Strike Price3.49KTurnover96.49%IV5.15%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3342Delta0.6809Gamma34.44Leverage Ratio-0.0246Theta-0.0002Rho-11.51Eff Leverage0.0020Vega