0.06Open0.07Pre Close894 Volume3.98K Open Interest96.00Strike Price3.22KTurnover34.38%IV6.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0345Delta0.0257Gamma2258.75Leverage Ratio-0.0274Theta0.0003Rho77.97Eff Leverage0.0066Vega