2.37Open2.35Pre Close17 Volume933 Open Interest48.00Strike Price4.54KTurnover41.52%IV0.30%PremiumAug 2, 2024Expiry Date2.53Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.8786Delta0.0879Gamma18.71Leverage Ratio-0.0578Theta0.0050Rho16.44Eff Leverage0.0111Vega