0.75Open0.76Pre Close34 Volume483 Open Interest11.00Strike Price3.38KTurnover71.40%IV0.33%PremiumDec 6, 2024Expiry Date0.97Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9365Delta0.1924Gamma12.03Leverage Ratio-0.0163Theta0.0006Rho11.27Eff Leverage0.0011Vega