0.40Open0.64Pre Close107 Volume704 Open Interest6.00Strike Price3.52KTurnover117.15%IV1.11%PremiumOct 11, 2024Expiry Date0.28Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8024Delta0.7963Gamma19.63Leverage Ratio-0.0601Theta0.0001Rho15.75Eff Leverage0.0008Vega