3.13Open4.65Pre Close12 Volume21 Open Interest252.50Strike Price3.99KTurnover63.86%IV3.33%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry3.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3429Delta0.0257Gamma76.37Leverage Ratio-1.0308Theta-0.0066Rho-26.18Eff Leverage0.0823Vega