0.01Open0.05Pre Close4 Volume353 Open Interest36.50Strike Price4.00Turnover48.58%IV11.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0170Delta0.0253Gamma3265.50Leverage Ratio-0.0068Theta0.0001Rho55.45Eff Leverage0.0014Vega