0.06Open0.09Pre Close616 Volume2.70K Open Interest26.50Strike Price3.97KTurnover28.38%IV2.07%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1586Delta0.4516Gamma600.44Leverage Ratio-0.0344Theta-0.0002Rho-95.21Eff Leverage0.0046Vega