0.45Open0.45Pre Close107 Volume201 Open Interest17.50Strike Price3.41KTurnover51.85%IV1.94%PremiumOct 18, 2024Expiry Date0.04Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5311Delta0.4220Gamma43.85Leverage Ratio-0.0524Theta0.0010Rho23.29Eff Leverage0.0072Vega