3.94Open4.19Pre Close9 Volume366 Open Interest67.00Strike Price3.49KTurnover245.20%IV0.69%PremiumSep 27, 2024Expiry Date4.68Intrinsic Value100Multiplier1DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.7228Delta0.0481Gamma10.74Leverage Ratio-1.5548Theta-0.0010Rho-7.77Eff Leverage0.0095Vega