4.10Open4.45Pre Close9 Volume22 Open Interest86.00Strike Price3.65KTurnover69.03%IV1.67%PremiumDec 20, 2024Expiry Date2.56Intrinsic Value100Multiplier3DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6611Delta0.0660Gamma22.34Leverage Ratio-0.3126Theta-0.0050Rho-14.77Eff Leverage0.0294Vega