0.90Open0.75Pre Close39 Volume1.18K Open Interest55.00Strike Price3.47KTurnover35.15%IV4.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3587Delta0.0973Gamma59.28Leverage Ratio-0.0497Theta0.0076Rho21.26Eff Leverage0.0408Vega