3.75Open3.65Pre Close10 Volume10 Open Interest29.00Strike Price3.53KTurnover320.45%IV-0.98%PremiumOct 11, 2024Expiry Date3.50Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8299Delta0.0786Gamma6.75Leverage Ratio-0.7142Theta-0.0004Rho-5.61Eff Leverage0.0025Vega