0.09Open0.11Pre Close399 Volume2.75K Open Interest33.00Strike Price3.79KTurnover87.58%IV15.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0510Delta0.0434Gamma572.80Leverage Ratio-0.0316Theta0.0001Rho29.21Eff Leverage0.0029Vega