0.70Open0.35Pre Close53 Volume119 Open Interest23.00Strike Price3.26KTurnover79.12%IV7.23%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2893Delta0.1688Gamma62.09Leverage Ratio-0.0713Theta0.0008Rho17.96Eff Leverage0.0088Vega