2.03Open1.79Pre Close15 Volume742 Open Interest87.50Strike Price3.96KTurnover38.32%IV0.77%PremiumSep 20, 2024Expiry Date3.30Intrinsic Value100Multiplier8DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.7579Delta0.0606Gamma21.88Leverage Ratio-0.1110Theta0.0142Rho16.58Eff Leverage0.0420Vega