0.07Open0.05Pre Close615 Volume1.36K Open Interest57.00Strike Price4.15KTurnover43.61%IV5.12%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0873Delta0.0840Gamma724.27Leverage Ratio-0.0555Theta0.0003Rho63.25Eff Leverage0.0069Vega