0.14Open0.11Pre Close91 Volume806 Open Interest135.00Strike Price4.47KTurnover22.74%IV2.26%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.2367Delta0.0996Gamma312.12Leverage Ratio-0.1316Theta0.0033Rho73.88Eff Leverage0.0420Vega