0.60Open0.54Pre Close59 Volume112 Open Interest9.50Strike Price3.38KTurnover79.77%IV0.40%PremiumNov 29, 2024Expiry Date0.57Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7802Delta0.3668Gamma14.81Leverage Ratio-0.0343Theta0.0007Rho11.55Eff Leverage0.0030Vega