0.90Open1.05Pre Close50 Volume2.76K Open Interest20.00Strike Price3.27KTurnover61.55%IV2.35%PremiumNov 15, 2024Expiry Date0.03Intrinsic Value100Multiplier7DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5234Delta0.2312Gamma28.61Leverage Ratio-0.0510Theta0.0019Rho14.98Eff Leverage0.0111Vega