0.30Open0.45Pre Close127 Volume11 Open Interest35.00Strike Price3.57KTurnover28.91%IV0.85%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.4644Delta0.3701Gamma82.31Leverage Ratio-0.0569Theta0.0018Rho38.22Eff Leverage0.0148Vega