0.21Open0.14Pre Close113 Volume672 Open Interest12.50Strike Price3.45KTurnover40.71%IV0.70%PremiumSep 20, 2024Expiry Date0.30Intrinsic Value100Multiplier6DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6880Delta0.5226Gamma28.44Leverage Ratio-0.0212Theta0.0014Rho19.57Eff Leverage0.0059Vega