3.85Open3.60Pre Close13 Volume165 Open Interest55.00Strike Price5.04KTurnover26.25%IV0.10%PremiumSep 20, 2024Expiry Date3.79Intrinsic Value100Multiplier32DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8360Delta0.0535Gamma12.78Leverage Ratio-0.0238Theta0.0399Rho10.68Eff Leverage0.0435Vega