4.25Open3.05Pre Close4 Volume203 Open Interest66.00Strike Price1.77KTurnover59.96%IV0.35%PremiumDec 6, 2024Expiry Date4.60Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.8864Delta0.0418Gamma16.23Leverage Ratio-0.1080Theta0.0067Rho14.39Eff Leverage0.0148Vega