0.14Open0.10Pre Close105 Volume881 Open Interest42.00Strike Price3.87KTurnover25.44%IV4.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3252Delta0.1483Gamma81.42Leverage Ratio-0.0235Theta0.0070Rho26.48Eff Leverage0.0344Vega