0.40Open0.61Pre Close124 Volume232 Open Interest45.50Strike Price3.55KTurnover78.28%IV8.79%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.1738Delta0.0771Gamma140.30Leverage Ratio-0.1147Theta0.0007Rho24.38Eff Leverage0.0109Vega