11.50Open5.90Pre Close3 Volume10 Open Interest22.50Strike Price3.45KTurnover106.41%IV0.92%PremiumSep 20, 2024Expiry Date11.19Intrinsic Value100Multiplier26DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.9407Delta0.0122Gamma2.92Leverage Ratio-0.0241Theta0.0147Rho2.74Eff Leverage0.0107Vega