0.12Open0.13Pre Close247 Volume140 Open Interest5.50Strike Price3.61KTurnover73.68%IV3.29%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4921Delta0.8949Gamma33.15Leverage Ratio-0.0215Theta0.0003Rho16.31Eff Leverage0.0024Vega