8.77Open5.60Pre Close4 Volume45 Open Interest115.00Strike Price3.67KTurnover44.68%IV0.13%PremiumNov 29, 2024Expiry Date9.16Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9565Delta0.0158Gamma13.42Leverage Ratio-0.0715Theta0.0120Rho12.84Eff Leverage0.0120Vega