0.21Open0.31Pre Close291 Volume866 Open Interest35.00Strike Price4.87KTurnover28.35%IV3.08%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2168Delta0.2652Gamma252.44Leverage Ratio-0.0354Theta0.0010Rho54.73Eff Leverage0.0115Vega