2.75Open2.20Pre Close13 Volume171 Open Interest21.50Strike Price3.35KTurnover94.84%IV1.71%PremiumDec 27, 2024Expiry Date1.66Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.7691Delta0.1538Gamma10.17Leverage Ratio-0.0743Theta-0.0017Rho-7.83Eff Leverage0.0064Vega