0.55Open0.55Pre Close56 Volume98 Open Interest7.00Strike Price3.09KTurnover137.97%IV6.20%PremiumNov 15, 2024Expiry Date0.07Intrinsic Value100Multiplier7DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.4834Delta0.2974Gamma14.59Leverage Ratio-0.0381Theta-0.0007Rho-7.05Eff Leverage0.0039Vega