3.90Open5.38Pre Close10 Volume161 Open Interest69.00Strike Price3.55KTurnover63.14%IV0.68%PremiumDec 6, 2024Expiry Date2.88Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.8524Delta0.0648Gamma21.46Leverage Ratio-0.1869Theta0.0035Rho18.29Eff Leverage0.0130Vega