3.56Open2.81Pre Close13 Volume103 Open Interest104.00Strike Price3.87KTurnover28.90%IV0.12%PremiumDec 6, 2024Expiry Date2.43Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8265Delta0.1041Gamma38.55Leverage Ratio-0.1107Theta-0.0051Rho-31.86Eff Leverage0.0222Vega