0.85Open0.50Pre Close53 Volume46 Open Interest237.50Strike Price3.82KTurnover27.50%IV2.67%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2325Delta0.0418Gamma237.76Leverage Ratio-0.2448Theta0.0069Rho55.27Eff Leverage0.0811Vega