2.65Open3.70Pre Close15 Volume154 Open Interest51.67Strike Price3.69KTurnover262.28%IV1.09%PremiumSep 20, 2024Expiry Date1.82Intrinsic Value100Multiplier0DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.9367Delta0.0929Gamma28.53Leverage Ratio-2.4405Theta0.0000Rho26.72Eff Leverage0.0006Vega