0.42Open0.33Pre Close77 Volume6.69K Open Interest16.50Strike Price3.77KTurnover42.60%IV0.83%PremiumDec 20, 2024Expiry Date0.34Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7301Delta0.4245Gamma33.68Leverage Ratio-0.0330Theta0.0014Rho24.59Eff Leverage0.0060Vega