1.65Open2.21Pre Close22 Volume12 Open Interest62.00Strike Price3.95KTurnover15.30%IV0.35%PremiumDec 6, 2024Expiry Date1.72Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9521Delta0.0977Gamma35.40Leverage Ratio-0.0183Theta0.0065Rho33.70Eff Leverage0.0066Vega