0.25Open0.23Pre Close147 Volume1.13K Open Interest66.00Strike Price3.97KTurnover28.60%IV2.11%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.2609Delta0.1986Gamma254.51Leverage Ratio-0.1003Theta0.0013Rho66.41Eff Leverage0.0186Vega