0.45Open0.35Pre Close608 Volume1.92K Open Interest42.50Strike Price3.48KTurnover525.62%IV0.33%PremiumOct 18, 2024Expiry Date0.03Intrinsic Value100Multiplier-2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5535Delta1.0987Gamma249.82Leverage Ratio-76.8670Theta0.0000Rho-138.29Eff Leverage0.0003Vega