1.75Open2.18Pre Close20 Volume89 Open Interest17.00Strike Price3.50KTurnover55.13%IV2.29%PremiumNov 15, 2024Expiry Date1.33Intrinsic Value100Multiplier20DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7481Delta0.1353Gamma10.47Leverage Ratio-0.0205Theta0.0065Rho7.84Eff Leverage0.0136Vega