2.45Open3.20Pre Close16 Volume245 Open Interest16.00Strike Price3.96KTurnover96.88%IV0.46%PremiumJan 10, 2025Expiry Date2.37Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9630Delta0.0589Gamma7.77Leverage Ratio-0.0199Theta0.0009Rho7.48Eff Leverage0.0011Vega
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