0.26Open1.38Pre Close75 Volume67 Open Interest53.50Strike Price4.27KTurnover42.00%IV3.34%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3221Delta0.1564Gamma111.38Leverage Ratio-0.1112Theta0.0018Rho35.88Eff Leverage0.0196Vega