6.40Open3.10Pre Close6 Volume18 Open Interest57.50Strike Price3.42KTurnover132.40%IV3.17%PremiumOct 11, 2024Expiry Date4.05Intrinsic Value100Multiplier4DDays to Expiry1.95Extrinsic Value100Contract SizeAmericanOptions Type0.6833Delta0.0418Gamma11.40Leverage Ratio-0.3982Theta0.0041Rho7.79Eff Leverage0.0229Vega