2.22Open2.26Pre Close16 Volume1.12K Open Interest91.00Strike Price3.53KTurnover36.00%IV0.32%PremiumDec 20, 2024Expiry Date1.80Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7356Delta0.1085Gamma39.91Leverage Ratio-0.1835Theta0.0054Rho29.36Eff Leverage0.0274Vega