0.20Open0.52Pre Close165 Volume214 Open Interest82.50Strike Price3.47KTurnover15.23%IV0.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.4357Delta0.4866Gamma317.15Leverage Ratio-0.1348Theta0.0015Rho138.18Eff Leverage0.0209Vega