0.80Open2.14Pre Close46 Volume25 Open Interest11.50Strike Price3.27KTurnover252.43%IV3.11%PremiumDec 6, 2024Expiry Date0.23Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5205Delta0.2275Gamma13.66Leverage Ratio-0.3276Theta-0.0002Rho-7.11Eff Leverage0.0028Vega