2.90Open3.07Pre Close11 Volume9.90K Open Interest46.00Strike Price3.50KTurnover3751.04%IV0.63%PremiumNov 15, 2024Expiry Date3.05Intrinsic Value100Multiplier-2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.7000Delta0.0688Gamma10.86Leverage Ratio-248.8903Theta0.0000Rho-7.60Eff Leverage0.0005Vega