6.00Open8.20Pre Close6 Volume18 Open Interest220.00Strike Price3.53KTurnover53.02%IV1.63%PremiumNov 22, 2024Expiry Date2.58Intrinsic Value100Multiplier2DDays to Expiry3.62Extrinsic Value100Contract SizeAmericanOptions Type0.6167Delta0.0395Gamma42.00Leverage Ratio-0.8586Theta0.0089Rho25.90Eff Leverage0.0696Vega