0.35Open0.45Pre Close110 Volume116 Open Interest97.00Strike Price3.79KTurnover19.08%IV1.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.3112Delta0.2419Gamma331.86Leverage Ratio-0.1252Theta0.0019Rho103.27Eff Leverage0.0271Vega