4.90Open4.04Pre Close84 Volume471 Open Interest77.50Strike Price38.91KTurnover16.10%IV0.47%PremiumDec 20, 2024Expiry Date4.02Intrinsic Value100Multiplier24DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9041Delta0.0502Gamma18.53Leverage Ratio-0.0200Theta0.0463Rho16.75Eff Leverage0.0358Vega