4.05Open4.05Pre Close0 Volume14 Open Interest197.50Strike Price0.00Turnover24.39%IV0.49%PremiumDec 27, 2024Expiry Date3.09Intrinsic Value100Multiplier2DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type-0.8128Delta0.0804Gamma57.18Leverage Ratio-0.2246Theta-0.0068Rho-46.48Eff Leverage0.0373Vega