6.70Open4.55Pre Close6 Volume63 Open Interest140.00Strike Price3.89KTurnover28.74%IV1.22%PremiumAug 16, 2024Expiry Date3.75Intrinsic Value100Multiplier22DDays to Expiry1.66Extrinsic Value100Contract SizeAmericanOptions Type-0.6415Delta0.0398Gamma23.09Leverage Ratio-0.0705Theta-0.0449Rho-14.81Eff Leverage0.1249Vega