0.95Open1.40Pre Close36 Volume15 Open Interest14.00Strike Price3.80KTurnover33.98%IV0.26%PremiumDec 20, 2024Expiry Date1.12Intrinsic Value100Multiplier23DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8357Delta0.1919Gamma11.86Leverage Ratio-0.0083Theta0.0072Rho9.91Eff Leverage0.0094Vega