0.27Open1.14Pre Close265 Volume21 Open Interest53.00Strike Price3.55KTurnover47.57%IV3.15%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1821Delta0.1518Gamma311.54Leverage Ratio-0.1372Theta-0.0004Rho-56.72Eff Leverage0.0097Vega