0.80Open2.08Pre Close51 Volume664 Open Interest30.00Strike Price4.05KTurnover52.07%IV1.75%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier6DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.5583Delta0.1893Gamma31.80Leverage Ratio-0.0688Theta0.0028Rho17.75Eff Leverage0.0158Vega