8.80Open5.70Pre Close5 Volume26 Open Interest130.00Strike Price4.40KTurnover35.40%IV1.72%PremiumOct 18, 2024Expiry Date6.45Intrinsic Value100Multiplier12DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.7929Delta0.0329Gamma17.72Leverage Ratio-0.1194Theta0.0325Rho14.05Eff Leverage0.0702Vega