0.35Open0.44Pre Close96 Volume1.42K Open Interest10.50Strike Price3.84KTurnover24.14%IV0.46%PremiumDec 13, 2024Expiry Date0.32Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9629Delta0.4397Gamma33.29Leverage Ratio-0.0038Theta0.0005Rho32.06Eff Leverage0.0006Vega