1.37Open0.99Pre Close23 Volume480 Open Interest8.00Strike Price3.22KTurnover102.42%IV0.85%PremiumDec 27, 2024Expiry Date1.36Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9641Delta0.0940Gamma6.81Leverage Ratio-0.0102Theta0.0006Rho6.56Eff Leverage0.0006Vega