9.15Open9.25Pre Close5 Volume138 Open Interest115.00Strike Price4.96KTurnover33.96%IV1.32%PremiumAug 16, 2024Expiry Date8.87Intrinsic Value100Multiplier23DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type0.8266Delta0.0239Gamma12.03Leverage Ratio-0.0713Theta0.0599Rho9.94Eff Leverage0.0809Vega