4.60Open4.10Pre Close8 Volume795 Open Interest27.00Strike Price3.64KTurnover53.26%IV0.42%PremiumDec 20, 2024Expiry Date4.07Intrinsic Value100Multiplier18DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.8958Delta0.0492Gamma7.23Leverage Ratio-0.0211Theta0.0116Rho6.47Eff Leverage0.0125Vega