3.50Open4.10Pre Close10 Volume13 Open Interest145.00Strike Price3.51KTurnover20.24%IV1.49%PremiumNov 15, 2024Expiry Date1.46Intrinsic Value100Multiplier24DDays to Expiry2.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5496Delta0.0537Gamma39.87Leverage Ratio-0.0529Theta-0.0450Rho-21.91Eff Leverage0.1471Vega