0.03Open0.07Pre Close813 Volume7.36K Open Interest32.50Strike Price3.96KTurnover70.18%IV5.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0676Delta0.1092Gamma563.27Leverage Ratio-0.0350Theta0.0001Rho38.06Eff Leverage0.0022Vega