3.62Open3.85Pre Close13 Volume257 Open Interest95.00Strike Price3.87KTurnover29.52%IV1.71%PremiumJul 19, 2024Expiry Date1.42Intrinsic Value100Multiplier16DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type-0.5725Delta0.0684Gamma31.19Leverage Ratio-0.0646Theta-0.0209Rho-17.86Eff Leverage0.0771Vega