1.65Open1.43Pre Close27 Volume668 Open Interest21.00Strike Price4.64KTurnover60.44%IV0.31%PremiumSep 6, 2024Expiry Date1.68Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.9752Delta0.0808Gamma11.47Leverage Ratio-0.0050Theta-0.0006Rho-11.18Eff Leverage0.0008Vega