0.15Open0.10Pre Close219 Volume894 Open Interest14.00Strike Price3.30KTurnover30.34%IV3.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.3256Delta0.4971Gamma91.00Leverage Ratio-0.0124Theta0.0013Rho29.63Eff Leverage0.0086Vega