0.65Open0.65Pre Close48 Volume271 Open Interest13.00Strike Price3.50KTurnover37.10%IV1.49%PremiumNov 15, 2024Expiry Date0.57Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7099Delta0.3726Gamma17.15Leverage Ratio-0.0098Theta-0.0032Rho-12.18Eff Leverage0.0086Vega