0.90Open0.75Pre Close39 Volume1.18K Open Interest55.00Strike Price3.47KTurnover36.27%IV4.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3642Delta0.0946Gamma56.16Leverage Ratio-0.0514Theta0.0078Rho20.45Eff Leverage0.0411Vega