3.90Open4.30Pre Close11 Volume1.66K Open Interest22.50Strike Price3.62KTurnover47.37%IV1.20%PremiumDec 20, 2024Expiry Date2.55Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8765Delta0.0827Gamma9.11Leverage Ratio-0.0182Theta0.0083Rho7.98Eff Leverage0.0106Vega