3.45Open3.23Pre Close12 Volume179 Open Interest49.00Strike Price3.56KTurnover53.12%IV4.34%PremiumNov 15, 2024Expiry Date0.77Intrinsic Value100Multiplier22DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type0.5810Delta0.0594Gamma16.19Leverage Ratio-0.0606Theta0.0160Rho9.40Eff Leverage0.0484Vega