0.32Open0.18Pre Close60 Volume156 Open Interest22.00Strike Price3.96KTurnover51.28%IV0.53%PremiumDec 6, 2024Expiry Date0.61Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7424Delta0.3244Gamma29.17Leverage Ratio-0.0654Theta0.0012Rho21.66Eff Leverage0.0063Vega