8.65Open9.70Pre Close4 Volume7 Open Interest115.00Strike Price3.49KTurnover87.78%IV0.32%PremiumOct 11, 2024Expiry Date8.50Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8323Delta0.0262Gamma13.10Leverage Ratio-0.4345Theta0.0073Rho10.91Eff Leverage0.0273Vega