11.54Open10.90Pre Close3 Volume3 Open Interest612.00Strike Price3.50KTurnover61.71%IV-0.14%PremiumNov 27, 2024Expiry Date12.76Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9098Delta0.0175Gamma47.33Leverage Ratio-3.1399Theta-0.0031Rho-43.06Eff Leverage0.0245Vega