0.05Open0.05Pre Close819 Volume25.71K Open Interest9.00Strike Price3.97KTurnover130.47%IV50.33%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0784Delta0.0939Gamma120.40Leverage Ratio-0.0078Theta0.0002Rho9.44Eff Leverage0.0018Vega