6.99Open7.30Pre Close5 Volume69 Open Interest95.00Strike Price3.24KTurnover42.56%IV1.57%PremiumNov 15, 2024Expiry Date4.24Intrinsic Value100Multiplier11DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.7413Delta0.0442Gamma17.88Leverage Ratio-0.1180Theta0.0204Rho13.25Eff Leverage0.0556Vega