0.50Open0.54Pre Close84 Volume635 Open Interest11.00Strike Price3.49KTurnover32.88%IV3.13%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier31DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5213Delta0.3837Gamma22.86Leverage Ratio-0.0060Theta-0.0045Rho-11.92Eff Leverage0.0127Vega