0.23Open0.17Pre Close208 Volume211 Open Interest95.50Strike Price4.87KTurnover7.94%IV0.59%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.3724Delta0.4610Gamma453.19Leverage Ratio-0.0429Theta0.0042Rho168.75Eff Leverage0.0391Vega