2.89Open3.05Pre Close11 Volume506 Open Interest56.00Strike Price3.35KTurnover62.03%IV0.71%PremiumOct 25, 2024Expiry Date2.72Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7844Delta0.0973Gamma17.67Leverage Ratio-0.1441Theta-0.0033Rho-13.86Eff Leverage0.0142Vega