6.40Open3.10Pre Close6 Volume18 Open Interest57.50Strike Price3.42KTurnover134.01%IV4.23%PremiumOct 11, 2024Expiry Date3.43Intrinsic Value100Multiplier4DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type0.6949Delta0.0405Gamma11.60Leverage Ratio-0.3984Theta0.0041Rho8.06Eff Leverage0.0226Vega