3.70Open3.54Pre Close12 Volume218 Open Interest67.50Strike Price4.24KTurnover34.12%IV2.14%PremiumAug 16, 2024Expiry Date2.70Intrinsic Value100Multiplier25DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.6995Delta0.0554Gamma16.71Leverage Ratio-0.0503Theta0.0309Rho11.69Eff Leverage0.0641Vega