4.00Open5.70Pre Close8.12K Volume8.17K Open Interest116.00Strike Price3.99MTurnover66.43%IV1.82%PremiumAug 2, 2024Expiry Date2.94Intrinsic Value100Multiplier4DDays to Expiry2.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6156Delta0.0448Gamma22.28Leverage Ratio-0.3531Theta-0.0088Rho-13.71Eff Leverage0.0492Vega