0.52Open0.42Pre Close90 Volume1.61K Open Interest71.00Strike Price3.64KTurnover21.10%IV0.20%PremiumDec 27, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5751Delta0.4504Gamma127.30Leverage Ratio-0.1808Theta-0.0013Rho-73.21Eff Leverage0.0162Vega