0.05Open0.11Pre Close623 Volume2.02K Open Interest11.00Strike Price4.02KTurnover78.17%IV9.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1538Delta0.2818Gamma168.00Leverage Ratio-0.0236Theta0.0002Rho25.84Eff Leverage0.0026Vega