7.22Open7.54Pre Close5 Volume254 Open Interest28.00Strike Price3.61KTurnover303.43%IV2.44%PremiumDec 20, 2024Expiry Date6.70Intrinsic Value100Multiplier3DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.7998Delta0.0474Gamma2.97Leverage Ratio-0.2666Theta-0.0018Rho-2.37Eff Leverage0.0055Vega