2.75Open1.80Pre Close12 Volume98 Open Interest15.00Strike Price3.27KTurnover57.22%IV3.17%PremiumSep 20, 2024Expiry Date2.04Intrinsic Value100Multiplier34DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.8001Delta0.0936Gamma6.88Leverage Ratio-0.0138Theta0.0105Rho5.51Eff Leverage0.0146Vega