3.30Open2.85Pre Close12 Volume96 Open Interest34.00Strike Price3.42KTurnover74.92%IV8.04%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier20DDays to Expiry2.74Extrinsic Value100Contract SizeAmericanOptions Type0.5447Delta0.0656Gamma13.76Leverage Ratio-0.0612Theta0.0090Rho7.50Eff Leverage0.0320Vega