0.24Open0.29Pre Close155 Volume1.30K Open Interest44.00Strike Price3.41KTurnover60.68%IV4.65%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2004Delta0.1537Gamma211.65Leverage Ratio-0.1408Theta0.0004Rho42.42Eff Leverage0.0084Vega