9.00Open4.87Pre Close5 Volume5 Open Interest558.00Strike Price4.50KTurnover10.68%IV0.42%PremiumJul 19, 2024Expiry Date6.61Intrinsic Value100Multiplier4DDays to Expiry2.39Extrinsic Value100Contract SizeAmericanOptions Type0.8617Delta0.0342Gamma76.30Leverage Ratio-0.2381Theta0.0550Rho65.75Eff Leverage0.1330Vega