0.40Open0.35Pre Close127 Volume207 Open Interest52.00Strike Price3.96KTurnover28.56%IV2.31%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.2933Delta0.2021Gamma165.19Leverage Ratio-0.0637Theta-0.0019Rho-48.44Eff Leverage0.0205Vega