4.10Open4.58Pre Close11 Volume2.05K Open Interest165.00Strike Price3.84KTurnover19.46%IV0.26%PremiumJul 26, 2024Expiry Date2.66Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.7906Delta0.0826Gamma52.81Leverage Ratio-0.1421Theta0.0148Rho41.75Eff Leverage0.0515Vega