0.03Open0.07Pre Close2.23K Volume5.54K Open Interest27.00Strike Price4.06KTurnover33.35%IV1.77%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0737Delta0.4569Gamma2654.01Leverage Ratio-0.0478Theta0.0000Rho195.55Eff Leverage0.0013Vega