0.60Open0.55Pre Close54 Volume1.06K Open Interest11.00Strike Price3.28KTurnover35.00%IV2.90%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier27DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6627Delta0.3381Gamma17.48Leverage Ratio-0.0082Theta0.0051Rho11.58Eff Leverage0.0113Vega