0.96Open0.99Pre Close36 Volume660 Open Interest13.50Strike Price3.44KTurnover60.24%IV3.58%PremiumDec 27, 2024Expiry Date0.41Intrinsic Value100Multiplier3DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.7019Delta0.4736Gamma22.96Leverage Ratio-0.0415Theta-0.0008Rho-16.12Eff Leverage0.0042Vega