1.90Open1.60Pre Close31 Volume857 Open Interest80.00Strike Price3.55KTurnover20.24%IV0.97%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier5DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type0.5396Delta0.2012Gamma91.57Leverage Ratio-0.0812Theta0.0063Rho49.41Eff Leverage0.0387Vega