4.65Open5.08Pre Close8 Volume326 Open Interest33.50Strike Price3.69KTurnover143.82%IV0.37%PremiumJul 19, 2024Expiry Date4.37Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9726Delta0.0256Gamma8.61Leverage Ratio-0.1020Theta0.0007Rho8.37Eff Leverage0.0011Vega