7.00Open4.60Pre Close5 Volume8 Open Interest35.00Strike Price3.50KTurnover65.37%IV1.06%PremiumOct 18, 2024Expiry Date6.70Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9450Delta0.0363Gamma4.19Leverage Ratio-0.0109Theta-0.0070Rho-3.96Eff Leverage0.0062Vega