0.87Open0.64Pre Close99 Volume345 Open Interest41.50Strike Price3.66KTurnover33.53%IV1.23%PremiumDec 6, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.4938Delta0.3793Gamma98.83Leverage Ratio-0.1190Theta0.0011Rho48.80Eff Leverage0.0125Vega