4.80Open5.03Pre Close8 Volume301 Open Interest36.00Strike Price3.64KTurnover162.66%IV0.10%PremiumJul 26, 2024Expiry Date3.96Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8127Delta0.0530Gamma8.83Leverage Ratio-0.3185Theta0.0017Rho7.18Eff Leverage0.0084Vega