7.00Open7.40Pre Close5 Volume107 Open Interest78.00Strike Price3.50KTurnover96.12%IV0.62%PremiumSep 20, 2024Expiry Date6.48Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8916Delta0.0331Gamma12.42Leverage Ratio-0.2656Theta0.0033Rho11.08Eff Leverage0.0109Vega