0.30Open0.45Pre Close127 Volume11 Open Interest35.00Strike Price3.57KTurnover28.14%IV1.38%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.4709Delta0.3787Gamma99.43Leverage Ratio-0.0553Theta0.0018Rho46.82Eff Leverage0.0149Vega