4.50Open2.70Pre Close8 Volume102 Open Interest103.00Strike Price3.56KTurnover77.98%IV1.17%PremiumNov 22, 2024Expiry Date3.45Intrinsic Value100Multiplier2DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.7140Delta0.0513Gamma22.65Leverage Ratio-0.5368Theta0.0045Rho16.17Eff Leverage0.0289Vega