3.30Open3.80Pre Close11 Volume267 Open Interest47.00Strike Price3.45KTurnover39.82%IV1.25%PremiumNov 15, 2024Expiry Date2.48Intrinsic Value100Multiplier13DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.7661Delta0.0802Gamma15.96Leverage Ratio-0.0473Theta0.0131Rho12.23Eff Leverage0.0294Vega