0.26Open0.10Pre Close409 Volume1.26K Open Interest32.00Strike Price3.27KTurnover88.19%IV10.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0547Delta0.0629Gamma724.25Leverage Ratio-0.0376Theta0.0001Rho39.64Eff Leverage0.0022Vega