3.50Open1.81Pre Close10 Volume11 Open Interest11.50Strike Price3.50KTurnover703.16%IV3.38%PremiumDec 27, 2024Expiry Date3.01Intrinsic Value100Multiplier1DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.7941Delta0.0539Gamma3.87Leverage Ratio-0.7817Theta0.0002Rho3.07Eff Leverage0.0021Vega