0.44Open0.58Pre Close70 Volume72 Open Interest18.50Strike Price3.27KTurnover20.86%IV0.16%PremiumDec 6, 2024Expiry Date0.31Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8476Delta0.7548Gamma55.32Leverage Ratio-0.0174Theta0.0010Rho46.89Eff Leverage0.0035Vega