3.90Open1.95Pre Close44 Volume954 Open Interest21.00Strike Price17.16KTurnover91.05%IV1.38%PremiumNov 29, 2024Expiry Date3.56Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.9649Delta0.0355Gamma6.82Leverage Ratio-0.0225Theta0.0019Rho6.58Eff Leverage0.0019Vega