3.60Open4.00Pre Close11 Volume4.50K Open Interest70.00Strike Price3.96KTurnover53.64%IV0.45%PremiumDec 20, 2024Expiry Date3.31Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.7449Delta0.0701Gamma16.88Leverage Ratio-0.1189Theta-0.0077Rho-12.58Eff Leverage0.0276Vega