0.10Open0.19Pre Close517 Volume153 Open Interest23.50Strike Price3.79KTurnover60.56%IV5.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1728Delta0.2205Gamma212.76Leverage Ratio-0.0550Theta0.0003Rho36.76Eff Leverage0.0049Vega