4.50Open4.40Pre Close8 Volume3 Open Interest177.50Strike Price3.68KTurnover29.86%IV0.55%PremiumOct 11, 2024Expiry Date3.36Intrinsic Value100Multiplier3DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.7653Delta0.0631Gamma44.11Leverage Ratio-0.2797Theta0.0109Rho33.76Eff Leverage0.0500Vega