0.60Open1.45Pre Close58 Volume51 Open Interest23.50Strike Price3.62KTurnover44.96%IV1.65%PremiumNov 1, 2024Expiry Date0.20Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5849Delta0.3508Gamma42.70Leverage Ratio-0.0600Theta0.0014Rho24.97Eff Leverage0.0096Vega