11.30Open9.50Pre Close3 Volume129 Open Interest30.00Strike Price3.44KTurnover56.02%IV0.07%PremiumSep 20, 2024Expiry Date11.77Intrinsic Value100Multiplier26DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9899Delta0.0043Gamma3.51Leverage Ratio-0.0072Theta0.0208Rho3.47Eff Leverage0.0030Vega