5.25Open4.40Pre Close8 Volume56 Open Interest109.00Strike Price4.27KTurnover49.42%IV0.39%PremiumAug 16, 2024Expiry Date5.37Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.8646Delta0.0423Gamma19.80Leverage Ratio-0.1932Theta0.0077Rho17.12Eff Leverage0.0226Vega