3.85Open3.60Pre Close11 Volume1.25K Open Interest26.50Strike Price3.97KTurnover112.17%IV0.34%PremiumDec 27, 2024Expiry Date3.35Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9784Delta0.0262Gamma8.78Leverage Ratio-0.0193Theta0.0009Rho8.59Eff Leverage0.0009Vega