0.25Open0.30Pre Close80 Volume112 Open Interest23.50Strike Price3.63KTurnover44.92%IV1.16%PremiumOct 11, 2024Expiry Date0.28Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5986Delta0.3888Gamma42.22Leverage Ratio-0.0609Theta-0.0012Rho-25.27Eff Leverage0.0086Vega