86.75Open73.77Pre Close477 Volume8.57K Open Interest390.00Strike Price3.95MTurnover110.27%IV-0.76%PremiumDec 20, 2024Expiry Date85.37Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9758Delta0.0012Gamma5.52Leverage Ratio-0.3827Theta0.0321Rho5.38Eff Leverage0.0249Vega