0.87Open0.64Pre Close99 Volume345 Open Interest41.50Strike Price3.66KTurnover32.61%IV1.56%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.5478Delta0.3872Gamma116.55Leverage Ratio-0.1160Theta0.0013Rho63.85Eff Leverage0.0124Vega