0.10Open0.11Pre Close641 Volume853 Open Interest27.50Strike Price3.47KTurnover48.71%IV8.24%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0552Delta0.0856Gamma847.83Leverage Ratio-0.0158Theta0.0002Rho46.82Eff Leverage0.0030Vega