0.45Open0.70Pre Close77 Volume771 Open Interest26.00Strike Price3.60KTurnover103.69%IV0.64%PremiumDec 13, 2024Expiry Date0.48Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6964Delta0.3565Gamma39.23Leverage Ratio-0.3775Theta0.0002Rho27.32Eff Leverage0.0033Vega