0.45Open0.40Pre Close80 Volume1.21K Open Interest105.00Strike Price3.59KTurnover13.14%IV3.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1741Delta0.0790Gamma338.60Leverage Ratio-0.0213Theta0.0103Rho58.96Eff Leverage0.0635Vega