0.35Open0.40Pre Close109 Volume505 Open Interest4.36Strike Price3.70KTurnover65.27%IV5.84%PremiumOct 18, 2024Expiry Date0.08Intrinsic Value100Multiplier25DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5022Delta0.5448Gamma12.97Leverage Ratio-0.0056Theta-0.0015Rho-6.51Eff Leverage0.0045Vega