0.02Open0.04Pre Close1.03K Volume1.74K Open Interest18.00Strike Price3.77KTurnover34.30%IV4.58%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1192Delta0.3280Gamma492.86Leverage Ratio-0.0153Theta0.0002Rho58.74Eff Leverage0.0035Vega