3.90Open6.50Pre Close11 Volume284 Open Interest75.00Strike Price4.29KTurnover29.85%IV1.65%PremiumSep 20, 2024Expiry Date2.71Intrinsic Value100Multiplier26DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6516Delta0.0658Gamma19.02Leverage Ratio-0.0351Theta-0.0287Rho-12.40Eff Leverage0.0716Vega