0.96Open1.09Pre Close34 Volume33.72K Open Interest25.00Strike Price3.46KTurnover51.81%IV0.21%PremiumDec 20, 2024Expiry Date0.97Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8791Delta0.2615Gamma25.97Leverage Ratio-0.0492Theta0.0007Rho22.83Eff Leverage0.0030Vega