4.37Open3.15Pre Close8 Volume29 Open Interest247.50Strike Price3.50KTurnover40.80%IV0.71%PremiumOct 4, 2024Expiry Date2.62Intrinsic Value100Multiplier1DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type-0.7132Delta0.0755Gamma72.02Leverage Ratio-1.0254Theta-0.0033Rho-51.37Eff Leverage0.0377Vega