2.50Open2.60Pre Close13 Volume991 Open Interest40.00Strike Price3.87KTurnover49.27%IV1.74%PremiumDec 20, 2024Expiry Date2.46Intrinsic Value100Multiplier16DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.7423Delta0.0740Gamma13.06Leverage Ratio-0.0482Theta0.0123Rho9.70Eff Leverage0.0286Vega