4.80Open5.30Pre Close8 Volume6 Open Interest54.00Strike Price3.97KTurnover44.18%IV0.86%PremiumOct 18, 2024Expiry Date4.40Intrinsic Value100Multiplier21DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.7942Delta0.0462Gamma11.02Leverage Ratio-0.0478Theta0.0234Rho8.75Eff Leverage0.0397Vega