0.85Open0.95Pre Close45 Volume100 Open Interest29.00Strike Price3.68KTurnover66.67%IV13.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2774Delta0.0816Gamma40.05Leverage Ratio-0.0347Theta0.0037Rho11.11Eff Leverage0.0206Vega