0.35Open0.34Pre Close116 Volume7.80K Open Interest2.50Strike Price4.06KTurnover71.74%IV6.34%PremiumDec 20, 2024Expiry Date0.18Intrinsic Value100Multiplier31DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6746Delta0.6363Gamma8.25Leverage Ratio-0.0034Theta0.0013Rho5.56Eff Leverage0.0028Vega