0.87Open0.64Pre Close99 Volume345 Open Interest41.50Strike Price3.66KTurnover33.15%IV1.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.5358Delta0.3828Gamma109.07Leverage Ratio-0.1184Theta0.0012Rho58.44Eff Leverage0.0124Vega