6.01Open22.17Pre Close5 Volume10 Open Interest652.50Strike Price3.85KTurnover34.26%IV0.50%PremiumAug 2, 2024Expiry Date5.15Intrinsic Value100Multiplier2DDays to Expiry3.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6093Delta0.0226Gamma67.43Leverage Ratio-1.6663Theta-0.0216Rho-41.08Eff Leverage0.1911Vega