19.40Open46.96Pre Close2 Volume4 Open Interest5245.00Strike Price3.94KTurnover24.41%IV2.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry19.95Extrinsic Value100Contract SizeAmericanOptions Type0.2357Delta0.0025Gamma307.59Leverage Ratio-5.7254Theta0.1142Rho72.49Eff Leverage1.5478Vega