10.55Open10.55Pre Close4 Volume0 Open Interest332.50Strike Price3.67KTurnover99.01%IV3.49%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry8.06Extrinsic Value100Contract SizeAmericanOptions Type-0.4136Delta0.0152Gamma38.20Leverage Ratio-2.6546Theta-0.0083Rho-15.80Eff Leverage0.1006Vega