0.06Open0.09Pre Close616 Volume2.70K Open Interest26.50Strike Price3.97KTurnover25.32%IV2.07%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1583Delta0.4504Gamma600.44Leverage Ratio-0.0279Theta-0.0002Rho-95.08Eff Leverage0.0051Vega