0.35Open0.30Pre Close120 Volume716 Open Interest10.00Strike Price3.77KTurnover33.18%IV2.15%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5877Delta0.4805Gamma21.69Leverage Ratio-0.0062Theta-0.0033Rho-12.75Eff Leverage0.0096Vega