0.45Open0.27Pre Close117 Volume447 Open Interest24.00Strike Price3.53KTurnover25.40%IV0.62%PremiumNov 29, 2024Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7051Delta0.8094Gamma79.41Leverage Ratio-0.0494Theta0.0008Rho55.99Eff Leverage0.0058Vega