4.54Open3.70Pre Close6 Volume91 Open Interest57.00Strike Price3.01KTurnover46.66%IV0.55%PremiumOct 4, 2024Expiry Date5.26Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.9651Delta0.0249Gamma11.64Leverage Ratio-0.0319Theta0.0062Rho11.23Eff Leverage0.0051Vega