6.00Open8.20Pre Close6 Volume16 Open Interest220.00Strike Price3.53KTurnover53.96%IV1.63%PremiumNov 22, 2024Expiry Date2.58Intrinsic Value100Multiplier2DDays to Expiry3.62Extrinsic Value100Contract SizeAmericanOptions Type0.6166Delta0.0395Gamma42.00Leverage Ratio-0.8927Theta0.0086Rho25.89Eff Leverage0.0684Vega