12.00Open11.70Pre Close3 Volume76 Open Interest85.00Strike Price3.60KTurnover91.96%IV4.64%PremiumDec 20, 2024Expiry Date7.70Intrinsic Value100Multiplier20DDays to Expiry4.30Extrinsic Value100Contract SizeAmericanOptions Type0.6990Delta0.0174Gamma7.60Leverage Ratio-0.1818Theta0.0288Rho5.31Eff Leverage0.0756Vega