0.70Open0.60Pre Close42 Volume277 Open Interest7.50Strike Price3.97KTurnover141.03%IV0.11%PremiumDec 27, 2024Expiry Date1.27Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9346Delta0.1351Gamma6.75Leverage Ratio-0.0237Theta0.0004Rho6.31Eff Leverage0.0009Vega