2.75Open1.80Pre Close12 Volume98 Open Interest15.00Strike Price3.27KTurnover57.54%IV3.17%PremiumSep 20, 2024Expiry Date2.04Intrinsic Value100Multiplier33DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7999Delta0.0936Gamma6.88Leverage Ratio-0.0139Theta0.0104Rho5.51Eff Leverage0.0146Vega