0.04Open0.05Pre Close803 Volume638 Open Interest10.00Strike Price3.45KTurnover78.29%IV6.39%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1101Delta0.3411Gamma354.67Leverage Ratio-0.0269Theta-0.0001Rho-39.06Eff Leverage0.0013Vega