2.55Open2.30Pre Close13 Volume233 Open Interest46.00Strike Price3.47KTurnover31.77%IV1.50%PremiumSep 20, 2024Expiry Date2.60Intrinsic Value100Multiplier26DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.7680Delta0.0739Gamma14.51Leverage Ratio-0.0290Theta0.0243Rho11.14Eff Leverage0.0397Vega