2.95Open4.56Pre Close11 Volume571 Open Interest530.00Strike Price3.49KTurnover20.06%IV1.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry3.95Extrinsic Value100Contract SizeAmericanOptions Type0.4453Delta0.0405Gamma175.69Leverage Ratio-0.7089Theta0.0197Rho78.24Eff Leverage0.1923Vega