0.05Open0.10Pre Close694 Volume730 Open Interest13.00Strike Price3.45KTurnover2666.47%IV0.15%PremiumDec 13, 2024Expiry Date0.08Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7055Delta2.4824Gamma130.80Leverage Ratio-421.0286Theta0.0000Rho92.27Eff Leverage0.0000Vega