11.83Open12.10Pre Close3 Volume27 Open Interest40.00Strike Price3.55KTurnover63.55%IV0.37%PremiumDec 20, 2024Expiry Date11.64Intrinsic Value100Multiplier20DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.9644Delta0.0102Gamma4.36Leverage Ratio-0.0192Theta0.0209Rho4.20Eff Leverage0.0095Vega