0.20Open0.25Pre Close152 Volume635 Open Interest4.50Strike Price3.53KTurnover80.32%IV6.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4312Delta0.5055Gamma16.58Leverage Ratio-0.0092Theta-0.0009Rho-7.15Eff Leverage0.0038Vega