0.07Open0.06Pre Close637 Volume2.86K Open Interest25.00Strike Price3.74KTurnover93.04%IV7.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0737Delta0.0939Gamma540.60Leverage Ratio-0.0498Theta-0.0001Rho-39.82Eff Leverage0.0022Vega