2.74Open2.52Pre Close14 Volume2.86K Open Interest43.00Strike Price3.81KTurnover64.55%IV1.85%PremiumJul 26, 2024Expiry Date1.93Intrinsic Value100Multiplier4DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type-0.7184Delta0.1118Gamma17.01Leverage Ratio-0.1066Theta-0.0037Rho-12.22Eff Leverage0.0159Vega