0.60Open0.41Pre Close47 Volume139 Open Interest19.00Strike Price3.60KTurnover2513.31%IV0.15%PremiumSep 20, 2024Expiry Date0.55Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8245Delta0.4129Gamma31.28Leverage Ratio-137.2299Theta0.0000Rho25.79Eff Leverage0.0001Vega