0.26Open0.27Pre Close152 Volume490 Open Interest4.00Strike Price3.80KTurnover55.83%IV0.94%PremiumOct 25, 2024Expiry Date0.24Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8382Delta0.9402Gamma16.00Leverage Ratio-0.0076Theta0.0004Rho13.41Eff Leverage0.0011Vega