0.01Open1.65Pre Close491 Volume941 Open Interest34.50Strike Price3.49KTurnover82.54%IV6.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2015Delta0.1399Gamma202.31Leverage Ratio-0.1414Theta0.0004Rho40.76Eff Leverage0.0068Vega