0.38Open0.37Pre Close87 Volume1.26K Open Interest57.50Strike Price3.37KTurnover45.46%IV4.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.2114Delta0.0891Gamma149.83Leverage Ratio-0.0909Theta-0.0017Rho-31.68Eff Leverage0.0207Vega