2.57Open1.30Pre Close14 Volume15 Open Interest230.00Strike Price3.49KTurnover19.27%IV0.86%PremiumOct 18, 2024Expiry Date0.48Intrinsic Value100Multiplier3DDays to Expiry1.97Extrinsic Value100Contract SizeAmericanOptions Type-0.5385Delta0.1019Gamma129.31Leverage Ratio-0.2867Theta-0.0088Rho-69.64Eff Leverage0.0806Vega