3.80Open5.60Pre Close10 Volume228 Open Interest77.50Strike Price3.83KTurnover39.93%IV1.39%PremiumNov 15, 2024Expiry Date3.45Intrinsic Value100Multiplier15DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6918Delta0.0590Gamma16.53Leverage Ratio-0.0647Theta-0.0193Rho-11.44Eff Leverage0.0532Vega