0.05Open0.19Pre Close166 Volume62 Open Interest12.50Strike Price3.99KTurnover43.93%IV3.01%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3537Delta0.6941Gamma98.24Leverage Ratio-0.0300Theta0.0004Rho34.74Eff Leverage0.0045Vega