0.45Open0.70Pre Close77 Volume771 Open Interest26.00Strike Price3.60KTurnover80.96%IV0.64%PremiumDec 13, 2024Expiry Date0.48Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6970Delta0.3568Gamma39.23Leverage Ratio-0.2312Theta0.0004Rho27.34Eff Leverage0.0042Vega