3.70Open4.25Pre Close10 Volume115 Open Interest39.00Strike Price3.21KTurnover94.60%IV0.25%PremiumDec 6, 2024Expiry Date2.55Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7547Delta0.0945Gamma12.15Leverage Ratio-0.1551Theta-0.0026Rho-9.17Eff Leverage0.0111Vega