2.55Open3.20Pre Close17 Volume97 Open Interest45.00Strike Price3.99KTurnover56.88%IV1.62%PremiumAug 16, 2024Expiry Date1.25Intrinsic Value100Multiplier6DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.6550Delta0.1009Gamma21.26Leverage Ratio-0.1028Theta0.0054Rho13.93Eff Leverage0.0237Vega