3.30Open3.69Pre Close10 Volume18 Open Interest67.00Strike Price3.27KTurnover33.76%IV2.46%PremiumDec 20, 2024Expiry Date1.63Intrinsic Value100Multiplier24DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type0.6386Delta0.0633Gamma20.49Leverage Ratio-0.0519Theta0.0264Rho13.08Eff Leverage0.0656Vega