0.30Open0.22Pre Close117 Volume785 Open Interest28.00Strike Price3.87KTurnover20.44%IV2.91%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.3722Delta0.2913Gamma84.52Leverage Ratio-0.0140Theta0.0053Rho31.46Eff Leverage0.0240Vega