2.60Open2.67Pre Close11 Volume471 Open Interest135.00Strike Price3.36KTurnover21.18%IV2.15%PremiumNov 15, 2024Expiry Date0.28Intrinsic Value100Multiplier25DDays to Expiry2.91Extrinsic Value100Contract SizeAmericanOptions Type0.5476Delta0.0523Gamma40.08Leverage Ratio-0.0678Theta0.0495Rho21.95Eff Leverage0.1418Vega