2.25Open2.50Pre Close15 Volume988 Open Interest120.00Strike Price3.64KTurnover23.31%IV1.96%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier15DDays to Expiry2.36Extrinsic Value100Contract SizeAmericanOptions Type0.5350Delta0.0699Gamma47.57Leverage Ratio-0.0838Theta0.0254Rho25.45Eff Leverage0.0969Vega