11.54Open10.90Pre Close3 Volume3 Open Interest612.00Strike Price3.50KTurnover56.39%IV-0.04%PremiumNov 27, 2024Expiry Date12.15Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9246Delta0.0166Gamma48.39Leverage Ratio-2.4483Theta-0.0032Rho-44.74Eff Leverage0.0217Vega