0.05Open0.06Pre Close977 Volume1.27K Open Interest9.50Strike Price3.48KTurnover90.70%IV9.56%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0679Delta0.2551Gamma578.67Leverage Ratio-0.0144Theta0.0000Rho39.29Eff Leverage0.0007Vega