2.21Open2.40Pre Close19 Volume237 Open Interest66.00Strike Price4.11KTurnover65.30%IV2.95%PremiumJul 26, 2024Expiry Date0.14Intrinsic Value100Multiplier4DDays to Expiry1.95Extrinsic Value100Contract SizeAmericanOptions Type0.5296Delta0.0842Gamma33.49Leverage Ratio-0.2337Theta0.0040Rho17.73Eff Leverage0.0288Vega