0.90Open0.75Pre Close39 Volume1.18K Open Interest55.00Strike Price3.47KTurnover36.06%IV4.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3643Delta0.0946Gamma56.16Leverage Ratio-0.0508Theta0.0079Rho20.46Eff Leverage0.0414Vega