11.20Open10.55Pre Close3 Volume544 Open Interest350.00Strike Price3.36KTurnover25.93%IV0.63%PremiumDec 20, 2024Expiry Date8.64Intrinsic Value100Multiplier7DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type0.7575Delta0.0234Gamma32.90Leverage Ratio-0.3145Theta0.0536Rho24.92Eff Leverage0.1607Vega