22.30Open24.80Pre Close1.83K Volume52.61K Open Interest6000.00Strike Price3.45MTurnover12.69%IV11.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier103DDays to Expiry16.20Extrinsic Value100Contract SizeEuropeanOptions Type0.0949Delta0.0005Gamma344.49Leverage Ratio-0.3659Theta1.3914Rho32.68Eff Leverage4.8299Vega