4.80Open3.30Pre Close3 Volume568 Open Interest50.00Strike Price1.24KTurnover51.18%IV0.61%PremiumAug 16, 2024Expiry Date3.75Intrinsic Value100Multiplier6DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.8556Delta0.0714Gamma11.71Leverage Ratio-0.0477Theta-0.0064Rho-10.02Eff Leverage0.0145Vega