0.04Open0.06Pre Close328 Volume392 Open Interest37.00Strike Price2.84KTurnover36.13%IV4.71%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1426Delta0.1616Gamma354.30Leverage Ratio-0.0361Theta0.0006Rho50.52Eff Leverage0.0087Vega