6.40Open3.10Pre Close6 Volume18 Open Interest57.50Strike Price3.42KTurnover117.27%IV3.17%PremiumOct 11, 2024Expiry Date4.05Intrinsic Value100Multiplier4DDays to Expiry1.95Extrinsic Value100Contract SizeAmericanOptions Type0.7178Delta0.0445Gamma11.40Leverage Ratio-0.3357Theta0.0043Rho8.18Eff Leverage0.0219Vega