8.87Open9.01Pre Close4 Volume1.87K Open Interest55.00Strike Price3.51KTurnover48.34%IV0.39%PremiumDec 20, 2024Expiry Date8.51Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9046Delta0.0228Gamma7.06Leverage Ratio-0.0350Theta0.0285Rho6.38Eff Leverage0.0261Vega
103677010 : noted