0.05Open0.06Pre Close885 Volume2.85K Open Interest310.00Strike Price3.96KTurnover133.05%IV21.99%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0082Delta0.0011Gamma4620.91Leverage Ratio-0.0550Theta0.0001Rho37.96Eff Leverage0.0035Vega