0.80Open0.85Pre Close39 Volume457 Open Interest9.50Strike Price3.15KTurnover72.72%IV1.69%PremiumDec 20, 2024Expiry Date0.53Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.7866Delta0.4021Gamma16.05Leverage Ratio-0.0310Theta0.0007Rho12.62Eff Leverage0.0029Vega