0.70Open0.60Pre Close42 Volume277 Open Interest7.50Strike Price3.97KTurnover162.22%IV0.11%PremiumDec 27, 2024Expiry Date1.27Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9339Delta0.1357Gamma6.75Leverage Ratio-0.0278Theta0.0003Rho6.30Eff Leverage0.0007Vega