0.75Open0.76Pre Close36 Volume483 Open Interest11.00Strike Price3.57KTurnover64.13%IV0.17%PremiumDec 6, 2024Expiry Date0.93Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9626Delta0.1400Gamma12.49Leverage Ratio-0.0091Theta0.0006Rho12.02Eff Leverage0.0007Vega