3.00Open1.88Pre Close12 Volume2.67K Open Interest26.50Strike Price3.63KTurnover88.36%IV2.48%PremiumDec 20, 2024Expiry Date2.49Intrinsic Value100Multiplier3DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.8874Delta0.0993Gamma9.40Leverage Ratio-0.0535Theta-0.0017Rho-8.34Eff Leverage0.0042Vega