0.85Open0.56Pre Close34 Volume1.01K Open Interest83.00Strike Price3.76KTurnover20.15%IV0.68%PremiumNov 29, 2024Expiry Date0.28Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.4908Delta0.3036Gamma160.62Leverage Ratio-0.1282Theta-0.0023Rho-78.83Eff Leverage0.0261Vega