21.36Open30.22Pre Close2 Volume72 Open Interest93.00Strike Price4.27KTurnover116.22%IV0.43%PremiumDec 20, 2024Expiry Date20.87Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.9736Delta0.0049Gamma5.34Leverage Ratio-0.1036Theta0.0079Rho5.20Eff Leverage0.0065Vega