0.04Open0.07Pre Close519 Volume15.79K Open Interest1.50Strike Price3.24KTurnover121.83%IV0.69%PremiumSep 20, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6526Delta3.2617Gamma19.33Leverage Ratio-0.0164Theta0.0000Rho-12.62Eff Leverage0.0003Vega