3.30Open3.80Pre Close11 Volume267 Open Interest47.00Strike Price3.45KTurnover39.69%IV1.25%PremiumNov 15, 2024Expiry Date2.48Intrinsic Value100Multiplier14DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.7662Delta0.0802Gamma15.96Leverage Ratio-0.0470Theta0.0132Rho12.23Eff Leverage0.0295Vega