19.50Open24.58Pre Close2 Volume20 Open Interest780.00Strike Price3.85KTurnover49.09%IV1.74%PremiumAug 2, 2024Expiry Date5.29Intrinsic Value100Multiplier4DDays to Expiry13.69Extrinsic Value100Contract SizeAmericanOptions Type0.5713Delta0.0093Gamma39.17Leverage Ratio-2.0702Theta0.0517Rho22.37Eff Leverage0.3388Vega