0.38Open0.20Pre Close94 Volume3.56K Open Interest82.50Strike Price3.94KTurnover27.32%IV4.04%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.2168Delta0.0891Gamma199.28Leverage Ratio-0.0608Theta0.0039Rho43.21Eff Leverage0.0354Vega