3.30Open3.80Pre Close11 Volume267 Open Interest47.00Strike Price3.45KTurnover39.46%IV1.25%PremiumNov 15, 2024Expiry Date2.48Intrinsic Value100Multiplier14DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.7664Delta0.0803Gamma15.96Leverage Ratio-0.0465Theta0.0133Rho12.23Eff Leverage0.0296Vega