0.59Open1.17Pre Close66 Volume363 Open Interest15.00Strike Price3.54KTurnover4569.97%IV0.42%PremiumNov 29, 2024Expiry Date0.57Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5398Delta0.1405Gamma9.92Leverage Ratio-85.8204Theta0.0000Rho-5.35Eff Leverage0.0002Vega