0.55Open0.54Pre Close61 Volume973 Open Interest5.00Strike Price3.29KTurnover76.86%IV5.36%PremiumDec 20, 2024Expiry Date0.22Intrinsic Value100Multiplier21DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6331Delta0.3938Gamma10.44Leverage Ratio-0.0091Theta0.0016Rho6.61Eff Leverage0.0047Vega