3.60Open5.85Pre Close12 Volume337 Open Interest280.00Strike Price3.95KTurnover38.21%IV1.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry3.06Extrinsic Value100Contract SizeAmericanOptions Type0.4389Delta0.0326Gamma72.13Leverage Ratio-0.5455Theta0.0153Rho31.66Eff Leverage0.1247Vega