0.35Open0.44Pre Close96 Volume1.42K Open Interest10.50Strike Price3.84KTurnover25.27%IV0.46%PremiumDec 13, 2024Expiry Date0.32Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9614Delta0.4497Gamma33.29Leverage Ratio-0.0040Theta0.0005Rho32.01Eff Leverage0.0006Vega