0.96Open1.62Pre Close36 Volume358 Open Interest22.00Strike Price3.79KTurnover52.70%IV1.65%PremiumAug 2, 2024Expiry Date1.04Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.7902Delta0.2072Gamma18.81Leverage Ratio-0.0452Theta0.0022Rho14.86Eff Leverage0.0076Vega