4.50Open4.40Pre Close7 Volume3 Open Interest177.50Strike Price3.24KTurnover31.14%IV0.67%PremiumOct 11, 2024Expiry Date3.59Intrinsic Value100Multiplier3DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.7754Delta0.0583Gamma41.63Leverage Ratio-0.2808Theta0.0113Rho32.28Eff Leverage0.0494Vega