0.45Open0.50Pre Close57 Volume1.54K Open Interest24.00Strike Price3.95KTurnover58.32%IV1.46%PremiumDec 20, 2024Expiry Date0.67Intrinsic Value100Multiplier5DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.6385Delta0.2261Gamma22.22Leverage Ratio-0.0578Theta-0.0021Rho-14.19Eff Leverage0.0107Vega