0.02Open0.10Pre Close1.74K Volume14.87K Open Interest214.00Strike Price3.87KTurnover74.47%IV4.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0071Delta0.0046Gamma22422.00Leverage Ratio-0.1540Theta0.0000Rho-159.06Eff Leverage0.0011Vega