1.85Open2.10Pre Close20 Volume1.78K Open Interest52.50Strike Price3.70KTurnover70.10%IV2.43%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5505Delta0.1015Gamma27.63Leverage Ratio-0.1919Theta-0.0033Rho-15.21Eff Leverage0.0220Vega