3.50Open1.81Pre Close10 Volume1 Open Interest11.50Strike Price3.50KTurnover1026.74%IV3.38%PremiumDec 27, 2024Expiry Date3.01Intrinsic Value100Multiplier0DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.8217Delta0.0596Gamma4.15Leverage Ratio-1.8325Theta0.0001Rho3.41Eff Leverage0.0011Vega