0.25Open0.20Pre Close165 Volume332 Open Interest5.50Strike Price3.71KTurnover57.88%IV0.35%PremiumNov 22, 2024Expiry Date0.20Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7729Delta1.0621Gamma23.75Leverage Ratio-0.0170Theta0.0003Rho18.36Eff Leverage0.0015Vega