0.35Open0.85Pre Close209 Volume3.22K Open Interest37.00Strike Price3.96KTurnover224.76%IV0.54%PremiumNov 15, 2024Expiry Date0.28Intrinsic Value100Multiplier-2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8563Delta1.1148Gamma122.23Leverage Ratio-10.6421Theta0.0000Rho104.66Eff Leverage0.0002Vega