3.75Open3.75Pre Close0 Volume14 Open Interest82.50Strike Price0.00Turnover64.60%IV0.87%PremiumDec 27, 2024Expiry Date3.06Intrinsic Value100Multiplier2DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.7604Delta0.0765Gamma22.07Leverage Ratio-0.2805Theta-0.0036Rho-16.78Eff Leverage0.0196Vega