7.00Open6.83Pre Close5 Volume12 Open Interest48.00Strike Price3.50KTurnover76.27%IV0.55%PremiumDec 20, 2024Expiry Date6.70Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9658Delta0.0189Gamma8.07Leverage Ratio-0.0424Theta0.0043Rho7.80Eff Leverage0.0040Vega