0.34Open0.18Pre Close129 Volume138 Open Interest82.50Strike Price3.53KTurnover50.19%IV1.05%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4166Delta0.0964Gamma65.97Leverage Ratio-0.2454Theta-0.0032Rho-27.48Eff Leverage0.0315Vega