2.55Open2.45Pre Close14 Volume189 Open Interest45.00Strike Price3.57KTurnover47.28%IV2.57%PremiumSep 20, 2024Expiry Date1.43Intrinsic Value100Multiplier26DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5679Delta0.0723Gamma14.90Leverage Ratio-0.0386Theta-0.0166Rho-8.46Eff Leverage0.0456Vega