0.14Open0.15Pre Close279 Volume37.73K Open Interest20.00Strike Price3.65KTurnover25.78%IV2.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2331Delta0.5867Gamma280.00Leverage Ratio-0.0216Theta0.0005Rho65.26Eff Leverage0.0062Vega