3.40Open3.50Pre Close10 Volume35 Open Interest55.00Strike Price3.48KTurnover63.58%IV8.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type0.5048Delta0.0421Gamma15.68Leverage Ratio-0.0717Theta0.0181Rho7.92Eff Leverage0.0594Vega