0.79Open0.67Pre Close41 Volume771 Open Interest30.50Strike Price3.24KTurnover31.83%IV0.44%PremiumNov 29, 2024Expiry Date0.66Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7336Delta0.3793Gamma38.50Leverage Ratio-0.0467Theta-0.0016Rho-28.25Eff Leverage0.0090Vega