3.09Open2.55Pre Close11 Volume199 Open Interest85.00Strike Price3.66KTurnover41.07%IV0.23%PremiumDec 20, 2024Expiry Date3.16Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7956Delta0.0809Gamma23.72Leverage Ratio-0.1185Theta-0.0064Rho-18.87Eff Leverage0.0244Vega