0.32Open0.25Pre Close204 Volume3.45K Open Interest11.50Strike Price4.22KTurnover21.86%IV0.69%PremiumJul 26, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8166Delta1.5458Gamma68.53Leverage Ratio-0.0150Theta0.0004Rho55.96Eff Leverage0.0021Vega