3.60Open3.97Pre Close10 Volume139 Open Interest57.00Strike Price3.69KTurnover35.44%IV0.21%PremiumDec 6, 2024Expiry Date3.58Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9743Delta0.0304Gamma16.83Leverage Ratio-0.0212Theta0.0046Rho16.39Eff Leverage0.0033Vega