3.80Open3.50Pre Close12 Volume59 Open Interest220.00Strike Price4.56KTurnover16.49%IV2.39%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry3.80Extrinsic Value100Contract SizeAmericanOptions Type0.4732Delta0.0455Gamma69.95Leverage Ratio-0.0960Theta0.0590Rho33.10Eff Leverage0.2110Vega