0.11Open0.14Pre Close399 Volume25.69K Open Interest60.00Strike Price3.37KTurnover61.83%IV10.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0565Delta0.0334Gamma677.38Leverage Ratio-0.0451Theta0.0003Rho38.28Eff Leverage0.0062Vega