2.95Open4.56Pre Close11 Volume571 Open Interest530.00Strike Price3.49KTurnover20.05%IV0.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry3.95Extrinsic Value100Contract SizeAmericanOptions Type0.4508Delta0.0407Gamma157.83Leverage Ratio-0.7124Theta0.0198Rho71.15Eff Leverage0.1923Vega