0.60Open0.70Pre Close88 Volume950 Open Interest22.00Strike Price3.77KTurnover66.15%IV4.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3829Delta0.2168Gamma47.51Leverage Ratio-0.0628Theta0.0012Rho18.19Eff Leverage0.0102Vega