4.77Open3.97Pre Close7 Volume2 Open Interest52.50Strike Price3.34KTurnover57.74%IV0.42%PremiumNov 29, 2024Expiry Date4.53Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9326Delta0.0403Gamma12.26Leverage Ratio-0.0598Theta0.0047Rho11.44Eff Leverage0.0073Vega