11.50Open21.90Pre Close3 Volume28 Open Interest320.00Strike Price3.45KTurnover44.58%IV0.60%PremiumDec 6, 2024Expiry Date9.53Intrinsic Value100Multiplier3DDays to Expiry1.97Extrinsic Value100Contract SizeAmericanOptions Type0.7733Delta0.0219Gamma28.05Leverage Ratio-0.7033Theta0.0212Rho21.69Eff Leverage0.0928Vega