4.70Open6.36Pre Close8 Volume38 Open Interest143.00Strike Price3.65KTurnover55.24%IV1.72%PremiumJul 26, 2024Expiry Date2.11Intrinsic Value100Multiplier4DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type0.6121Delta0.0441Gamma31.21Leverage Ratio-0.4242Theta0.0099Rho19.10Eff Leverage0.0603Vega