4.30Open4.30Pre Close0 Volume7 Open Interest23.00Strike Price0.00Turnover201.60%IV1.79%PremiumDec 27, 2024Expiry Date3.96Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8115Delta0.0738Gamma4.43Leverage Ratio-0.1455Theta-0.0016Rho-3.59Eff Leverage0.0049Vega