11.90Open6.60Pre Close3 Volume16 Open Interest130.00Strike Price3.57KTurnover42.60%IV2.27%PremiumNov 15, 2024Expiry Date8.75Intrinsic Value100Multiplier22DDays to Expiry3.16Extrinsic Value100Contract SizeAmericanOptions Type0.7540Delta0.0217Gamma12.44Leverage Ratio-0.1156Theta0.0564Rho9.38Eff Leverage0.1073Vega