0.23Open0.54Pre Close70 Volume610 Open Interest22.00Strike Price3.37KTurnover46.32%IV1.60%PremiumOct 11, 2024Expiry Date0.14Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5381Delta0.4312Gamma48.58Leverage Ratio-0.0652Theta-0.0009Rho-26.14Eff Leverage0.0079Vega