0.10Open0.14Pre Close428 Volume738 Open Interest15.50Strike Price3.94KTurnover32.07%IV2.43%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3161Delta0.6804Gamma145.05Leverage Ratio-0.0239Theta0.0005Rho45.85Eff Leverage0.0058Vega