0.40Open0.35Pre Close103 Volume59 Open Interest3.50Strike Price3.75KTurnover106.47%IV2.80%PremiumDec 6, 2024Expiry Date0.26Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7766Delta0.8196Gamma11.55Leverage Ratio-0.0189Theta0.0002Rho8.97Eff Leverage0.0010Vega