9.61Open10.30Pre Close3 Volume5 Open Interest390.00Strike Price3.03KTurnover19.56%IV1.11%PremiumOct 18, 2024Expiry Date7.27Intrinsic Value100Multiplier19DDays to Expiry4.23Extrinsic Value100Contract SizeAmericanOptions Type-0.6415Delta0.0226Gamma36.11Leverage Ratio-0.1414Theta-0.1034Rho-23.16Eff Leverage0.3257Vega