0.34Open0.11Pre Close106 Volume242 Open Interest187.50Strike Price3.75KTurnover43.15%IV7.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0703Delta0.0165Gamma698.84Leverage Ratio-0.1180Theta0.0014Rho49.11Eff Leverage0.0255Vega