0.30Open0.65Pre Close98 Volume74 Open Interest33.00Strike Price4.36KTurnover59.12%IV4.15%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3676Delta0.1936Gamma67.92Leverage Ratio-0.1040Theta0.0012Rho24.96Eff Leverage0.0124Vega