0.35Open0.30Pre Close64 Volume554 Open Interest5.00Strike Price3.20KTurnover85.84%IV1.11%PremiumOct 18, 2024Expiry Date0.39Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8039Delta0.5490Gamma11.98Leverage Ratio-0.0169Theta0.0005Rho9.63Eff Leverage0.0016Vega