3.60Open5.85Pre Close12 Volume337 Open Interest280.00Strike Price3.95KTurnover38.56%IV1.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.06Extrinsic Value100Contract SizeAmericanOptions Type0.4388Delta0.0326Gamma72.13Leverage Ratio-0.5557Theta0.0150Rho31.65Eff Leverage0.1236Vega