0.56Open1.05Pre Close116 Volume275 Open Interest26.50Strike Price3.87KTurnover40.54%IV3.76%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.2725Delta0.3107Gamma147.49Leverage Ratio-0.0493Theta0.0007Rho40.18Eff Leverage0.0088Vega