2.42Open2.20Pre Close16 Volume109 Open Interest25.00Strike Price3.96KTurnover181.90%IV0.94%PremiumJul 26, 2024Expiry Date2.65Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.9590Delta0.0524Gamma10.38Leverage Ratio-0.1769Theta0.0003Rho9.95Eff Leverage0.0008Vega