16.01Open10.31Pre Close2 Volume1 Open Interest637.50Strike Price3.20KTurnover24.84%IV2.98%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry16.01Extrinsic Value100Contract SizeAmericanOptions Type0.4403Delta0.0248Gamma123.23Leverage Ratio-0.9387Theta0.0280Rho54.25Eff Leverage0.2529Vega