0.96Open0.99Pre Close36 Volume660 Open Interest13.50Strike Price3.44KTurnover65.60%IV3.41%PremiumDec 27, 2024Expiry Date0.44Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.6824Delta0.4460Gamma14.85Leverage Ratio-0.0468Theta-0.0008Rho-10.13Eff Leverage0.0044Vega