9.50Open23.25Pre Close3 Volume3 Open Interest1017.50Strike Price3.87KTurnover16.53%IV0.21%PremiumDec 6, 2024Expiry Date17.50Intrinsic Value100Multiplier2DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type0.9255Delta0.0113Gamma57.02Leverage Ratio-0.4750Theta0.0497Rho52.78Eff Leverage0.1058Vega