0.35Open0.35Pre Close76 Volume1.14K Open Interest5.00Strike Price3.50KTurnover147.50%IV5.46%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier6DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5635Delta0.4351Gamma9.52Leverage Ratio-0.0302Theta-0.0005Rho-5.36Eff Leverage0.0024Vega