3.50Open3.40Pre Close12 Volume332 Open Interest77.50Strike Price3.64KTurnover25.48%IV2.95%PremiumDec 20, 2024Expiry Date0.69Intrinsic Value100Multiplier21DDays to Expiry2.31Extrinsic Value100Contract SizeAmericanOptions Type0.5856Delta0.0813Gamma32.92Leverage Ratio-0.0499Theta0.0251Rho19.28Eff Leverage0.0733Vega