0.42Open0.30Pre Close112 Volume361 Open Interest5.00Strike Price3.91KTurnover75.93%IV5.73%PremiumOct 18, 2024Expiry Date0.06Intrinsic Value100Multiplier11DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5665Delta0.5879Gamma16.87Leverage Ratio-0.0125Theta0.0008Rho9.55Eff Leverage0.0035Vega