0.54Open0.10Pre Close690 Volume961 Open Interest52.00Strike Price3.89KTurnover18.77%IV1.15%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1180Delta0.3828Gamma1501.86Leverage Ratio-0.0499Theta-0.0002Rho-177.22Eff Leverage0.0054Vega