0.40Open0.35Pre Close103 Volume59 Open Interest3.50Strike Price3.75KTurnover88.79%IV3.21%PremiumDec 6, 2024Expiry Date0.24Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.8062Delta0.9070Gamma12.47Leverage Ratio-0.0143Theta0.0002Rho10.05Eff Leverage0.0009Vega