2.60Open3.90Pre Close14 Volume132 Open Interest65.00Strike Price3.66KTurnover19.27%IV0.68%PremiumSep 20, 2024Expiry Date2.28Intrinsic Value100Multiplier32DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.7173Delta0.1048Gamma23.23Leverage Ratio-0.0141Theta-0.0279Rho-16.66Eff Leverage0.0619Vega