1.82Open2.06Pre Close24 Volume2.83K Open Interest41.00Strike Price3.96KTurnover27.01%IV0.59%PremiumJul 26, 2024Expiry Date1.25Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.8502Delta0.1853Gamma30.73Leverage Ratio-0.0379Theta0.0042Rho26.12Eff Leverage0.0108Vega