3.50Open4.25Pre Close10 Volume51 Open Interest61.00Strike Price3.55KTurnover60.50%IV1.27%PremiumSep 27, 2024Expiry Date2.64Intrinsic Value100Multiplier2DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.8352Delta0.0871Gamma21.87Leverage Ratio-0.1804Theta0.0027Rho18.27Eff Leverage0.0117Vega