3.18Open4.35Pre Close14 Volume701 Open Interest57.00Strike Price3.99KTurnover103.06%IV0.22%PremiumAug 2, 2024Expiry Date2.68Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7182Delta0.0801Gamma16.09Leverage Ratio-0.3653Theta-0.0022Rho-11.56Eff Leverage0.0138Vega