1.55Open1.60Pre Close31 Volume386 Open Interest17.50Strike Price3.87KTurnover71.57%IV1.40%PremiumDec 20, 2024Expiry Date1.09Intrinsic Value100Multiplier5DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7718Delta0.1867Gamma14.03Leverage Ratio-0.0480Theta0.0019Rho10.83Eff Leverage0.0068Vega