0.87Open0.64Pre Close99 Volume345 Open Interest41.50Strike Price3.66KTurnover31.31%IV1.24%PremiumDec 6, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.4480Delta0.4044Gamma98.82Leverage Ratio-0.1096Theta0.0010Rho44.27Eff Leverage0.0124Vega