1.51Open3.30Pre Close22 Volume102 Open Interest235.00Strike Price3.27KTurnover22.66%IV0.58%PremiumDec 6, 2024Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.5090Delta0.1012Gamma127.16Leverage Ratio-0.4747Theta0.0065Rho64.72Eff Leverage0.0694Vega