0.25Open0.30Pre Close123 Volume362 Open Interest5.00Strike Price3.59KTurnover70.66%IV7.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4908Delta0.4636Gamma16.30Leverage Ratio-0.0079Theta0.0013Rho8.00Eff Leverage0.0049Vega