3.65Open3.65Pre Close0 Volume19 Open Interest8.00Strike Price0.00Turnover77.93%IV5.05%PremiumDec 20, 2024Expiry Date3.09Intrinsic Value100Multiplier23DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9607Delta0.0386Gamma3.52Leverage Ratio-0.0048Theta0.0049Rho3.38Eff Leverage0.0024Vega