0.03Open0.02Pre Close438 Volume1.55K Open Interest39.50Strike Price3.67KTurnover147.69%IV15.29%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0626Delta0.0404Gamma429.13Leverage Ratio-0.0797Theta0.0001Rho26.86Eff Leverage0.0025Vega