0.01Open0.02Pre Close4 Volume477 Open Interest8.50Strike Price4.00Turnover676.56%IV181.79%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0381Gamma302.00Leverage Ratio-0.0099Theta0.0000Rho6.74Eff Leverage0.0001Vega