0.05Open0.05Pre Close712 Volume1.18K Open Interest30.00Strike Price3.97KTurnover7.00%IV2.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1681Delta0.4461Gamma587.00Leverage Ratio-0.0031Theta0.0037Rho98.67Eff Leverage0.0201Vega