3.60Open3.55Pre Close11 Volume1.59K Open Interest45.00Strike Price3.99KTurnover29.83%IV0.91%PremiumDec 20, 2024Expiry Date3.16Intrinsic Value100Multiplier23DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.8376Delta0.0685Gamma13.38Leverage Ratio-0.0238Theta0.0229Rho11.20Eff Leverage0.0295Vega