0.45Open0.42Pre Close97 Volume107 Open Interest17.00Strike Price3.25KTurnover33.86%IV0.42%PremiumDec 27, 2024Expiry Date0.18Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6347Delta0.7750Gamma57.02Leverage Ratio-0.0364Theta-0.0007Rho-36.19Eff Leverage0.0054Vega