3.75Open3.65Pre Close10 Volume10 Open Interest29.00Strike Price3.53KTurnover289.54%IV-0.98%PremiumOct 11, 2024Expiry Date3.50Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8298Delta0.0786Gamma6.75Leverage Ratio-0.5826Theta-0.0004Rho-5.60Eff Leverage0.0028Vega