5.25Open4.40Pre Close8 Volume21 Open Interest30.00Strike Price3.96KTurnover110.96%IV12.08%PremiumDec 20, 2024Expiry Date1.05Intrinsic Value100Multiplier31DDays to Expiry3.75Extrinsic Value100Contract SizeAmericanOptions Type0.6102Delta0.0379Gamma6.82Leverage Ratio-0.0639Theta0.0124Rho4.16Eff Leverage0.0350Vega