0.06Open0.02Pre Close405 Volume1.83K Open Interest9.50Strike Price3.58KTurnover56.62%IV0.63%PremiumDec 13, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5641Delta2.2734Gamma111.41Leverage Ratio-0.0912Theta-0.0001Rho-62.85Eff Leverage0.0012Vega