7.25Open6.55Pre Close5 Volume13 Open Interest25.00Strike Price3.63KTurnover98.13%IV3.20%PremiumDec 20, 2024Expiry Date6.25Intrinsic Value100Multiplier26DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.8407Delta0.0297Gamma4.40Leverage Ratio-0.0407Theta0.0136Rho3.70Eff Leverage0.0202Vega