0.45Open0.36Pre Close85 Volume376 Open Interest65.00Strike Price4.16KTurnover17.13%IV2.81%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3595Delta0.1431Gamma102.10Leverage Ratio-0.0267Theta0.0128Rho36.71Eff Leverage0.0570Vega