3.49Open2.67Pre Close12 Volume35 Open Interest51.00Strike Price4.24KTurnover86.20%IV4.45%PremiumNov 8, 2024Expiry Date1.60Intrinsic Value100Multiplier3DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6346Delta0.0957Gamma20.16Leverage Ratio-0.2529Theta-0.0027Rho-12.80Eff Leverage0.0172Vega