0.15Open0.30Pre Close262 Volume320 Open Interest12.50Strike Price3.97KTurnover50.63%IV1.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5037Delta0.4752Gamma38.37Leverage Ratio-0.0278Theta0.0011Rho19.33Eff Leverage0.0066Vega