0.85Open0.74Pre Close67 Volume1.80K Open Interest23.00Strike Price4.77KTurnover59.01%IV2.56%PremiumAug 2, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.5093Delta0.2620Gamma35.43Leverage Ratio-0.0716Theta0.0014Rho18.05Eff Leverage0.0103Vega