0.78Open0.73Pre Close60 Volume1.78K Open Interest27.00Strike Price4.26KTurnover18.13%IV1.58%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier21DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.6179Delta0.3228Gamma41.94Leverage Ratio-0.0129Theta0.0093Rho25.91Eff Leverage0.0249Vega