9.50Open23.25Pre Close3 Volume3 Open Interest1017.50Strike Price3.87KTurnover16.76%IV0.21%PremiumDec 6, 2024Expiry Date17.50Intrinsic Value100Multiplier2DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type0.9250Delta0.0114Gamma57.02Leverage Ratio-0.4837Theta0.0486Rho52.74Eff Leverage0.1053Vega