3.55Open3.60Pre Close10 Volume280 Open Interest24.50Strike Price3.27KTurnover132.66%IV-0.57%PremiumNov 22, 2024Expiry Date3.35Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8822Delta0.0623Gamma7.85Leverage Ratio-0.1133Theta0.0015Rho6.92Eff Leverage0.0047Vega