3.56Open2.81Pre Close13 Volume103 Open Interest104.00Strike Price3.87KTurnover28.56%IV0.12%PremiumDec 6, 2024Expiry Date2.43Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8263Delta0.1042Gamma38.55Leverage Ratio-0.1081Theta-0.0052Rho-31.85Eff Leverage0.0225Vega