2.39Open2.20Pre Close14 Volume645 Open Interest29.00Strike Price3.30KTurnover32.59%IV0.48%PremiumNov 15, 2024Expiry Date2.25Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.8726Delta0.0961Gamma12.76Leverage Ratio-0.0166Theta0.0113Rho11.13Eff Leverage0.0139Vega