1.59Open2.28Pre Close17 Volume205 Open Interest57.00Strike Price3.55KTurnover57.22%IV0.44%PremiumDec 6, 2024Expiry Date2.39Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8089Delta0.0941Gamma21.83Leverage Ratio-0.1572Theta0.0033Rho17.66Eff Leverage0.0138Vega