3.15Open0.55Pre Close12 Volume86 Open Interest133.00Strike Price3.76KTurnover26.91%IV0.19%PremiumDec 6, 2024Expiry Date2.65Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8466Delta0.0907Gamma45.34Leverage Ratio-0.1307Theta-0.0052Rho-38.38Eff Leverage0.0234Vega