4.70Open6.65Pre Close8 Volume79 Open Interest247.50Strike Price3.76KTurnover26.51%IV0.16%PremiumJul 26, 2024Expiry Date4.32Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6616Delta0.0508Gamma43.82Leverage Ratio-0.2813Theta-0.0179Rho-28.99Eff Leverage0.1001Vega