0.05Open0.03Pre Close685 Volume1.67K Open Interest14.50Strike Price3.79KTurnover30.45%IV2.03%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2640Delta0.9412Gamma259.45Leverage Ratio-0.0264Theta0.0002Rho68.50Eff Leverage0.0037Vega