0.45Open0.45Pre Close107 Volume201 Open Interest17.50Strike Price3.41KTurnover52.43%IV1.94%PremiumOct 18, 2024Expiry Date0.04Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5311Delta0.4219Gamma43.85Leverage Ratio-0.0536Theta0.0009Rho23.29Eff Leverage0.0072Vega