0.07Open0.06Pre Close603 Volume2.86K Open Interest25.00Strike Price3.55KTurnover73.64%IV7.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0868Delta0.1076Gamma451.00Leverage Ratio-0.0483Theta-0.0001Rho-39.13Eff Leverage0.0032Vega