0.35Open0.30Pre Close64 Volume588 Open Interest5.00Strike Price3.20KTurnover45.36%IV1.11%PremiumOct 18, 2024Expiry Date0.39Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9381Delta0.4532Gamma13.48Leverage Ratio-0.0040Theta0.0006Rho12.64Eff Leverage0.0007Vega