4.40Open5.10Pre Close29 Volume184 Open Interest114.00Strike Price13.95KTurnover47.43%IV0.60%PremiumAug 2, 2024Expiry Date4.09Intrinsic Value100Multiplier2DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.8015Delta0.0612Gamma24.16Leverage Ratio-0.2164Theta-0.0061Rho-19.36Eff Leverage0.0270Vega