0.45Open0.70Pre Close77 Volume762 Open Interest26.00Strike Price3.60KTurnover113.85%IV0.64%PremiumDec 13, 2024Expiry Date0.48Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.7092Delta0.3769Gamma40.74Leverage Ratio-0.4802Theta0.0002Rho28.89Eff Leverage0.0027Vega