0.06Open0.03Pre Close864 Volume2.65K Open Interest26.00Strike Price4.25KTurnover65.88%IV7.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0896Delta0.1316Gamma485.00Leverage Ratio-0.0388Theta0.0001Rho43.45Eff Leverage0.0030Vega