3.90Open3.90Pre Close0 Volume4 Open Interest77.00Strike Price0.00Turnover48.70%IV2.02%PremiumDec 20, 2024Expiry Date2.39Intrinsic Value100Multiplier11DDays to Expiry1.51Extrinsic Value100Contract SizeAmericanOptions Type-0.6225Delta0.0597Gamma19.13Leverage Ratio-0.1041Theta-0.0137Rho-11.91Eff Leverage0.0499Vega