4.20Open5.08Pre Close11 Volume281 Open Interest19.00Strike Price3.97KTurnover103.76%IV0.57%PremiumDec 13, 2024Expiry Date3.11Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9697Delta0.0405Gamma7.02Leverage Ratio-0.0209Theta0.0010Rho6.80Eff Leverage0.0011Vega