4.50Open4.40Pre Close8 Volume3 Open Interest177.50Strike Price3.68KTurnover30.29%IV0.55%PremiumOct 11, 2024Expiry Date3.36Intrinsic Value100Multiplier3DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.7651Delta0.0631Gamma44.11Leverage Ratio-0.2876Theta0.0106Rho33.75Eff Leverage0.0494Vega