3.56Open2.81Pre Close13 Volume103 Open Interest104.00Strike Price3.87KTurnover29.88%IV0.12%PremiumDec 6, 2024Expiry Date2.43Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8271Delta0.1040Gamma38.55Leverage Ratio-0.1185Theta-0.0048Rho-31.88Eff Leverage0.0214Vega