0.55Open0.60Pre Close65 Volume1.36K Open Interest12.50Strike Price3.85KTurnover51.67%IV3.25%PremiumOct 18, 2024Expiry Date0.20Intrinsic Value100Multiplier11DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.5462Delta0.3529Gamma22.36Leverage Ratio-0.0190Theta-0.0020Rho-12.22Eff Leverage0.0086Vega