11.50Open21.90Pre Close3 Volume28 Open Interest320.00Strike Price3.45KTurnover45.63%IV0.94%PremiumDec 6, 2024Expiry Date8.40Intrinsic Value100Multiplier3DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.7683Delta0.0217Gamma31.13Leverage Ratio-0.7288Theta0.0211Rho23.92Eff Leverage0.0939Vega