2.25Open2.15Pre Close16 Volume116 Open Interest235.00Strike Price3.64KTurnover25.49%IV0.78%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier3DDays to Expiry1.84Extrinsic Value100Contract SizeAmericanOptions Type0.5297Delta0.0722Gamma98.09Leverage Ratio-0.4049Theta0.0103Rho51.96Eff Leverage0.0860Vega