0.40Open0.35Pre Close103 Volume59 Open Interest3.50Strike Price3.75KTurnover125.81%IV2.93%PremiumDec 6, 2024Expiry Date0.25Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7491Delta0.7365Gamma11.54Leverage Ratio-0.0241Theta0.0002Rho8.64Eff Leverage0.0011Vega