1.07Open0.61Pre Close31 Volume557 Open Interest5.50Strike Price3.96KTurnover110.83%IV0.53%PremiumDec 6, 2024Expiry Date1.07Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9825Delta0.0779Gamma5.71Leverage Ratio-0.0040Theta0.0003Rho5.61Eff Leverage0.0002Vega