0.27Open0.21Pre Close108 Volume100 Open Interest52.00Strike Price3.46KTurnover27.53%IV0.88%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.4573Delta0.3331Gamma124.05Leverage Ratio-0.1028Theta-0.0015Rho-56.72Eff Leverage0.0172Vega