3.87Open4.40Pre Close7 Volume116 Open Interest155.00Strike Price3.66KTurnover50.99%IV0.38%PremiumOct 4, 2024Expiry Date6.69Intrinsic Value100Multiplier2DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.8695Delta0.0346Gamma22.93Leverage Ratio-0.3167Theta0.0074Rho19.94Eff Leverage0.0255Vega