0.06Open0.10Pre Close502 Volume493 Open Interest53.00Strike Price3.76KTurnover45.89%IV2.08%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0876Delta0.2131Gamma1732.33Leverage Ratio-0.1626Theta0.0000Rho151.79Eff Leverage0.0026Vega