0.40Open0.35Pre Close120 Volume272 Open Interest6.00Strike Price4.90KTurnover69.36%IV6.97%PremiumJul 19, 2024Expiry Date0.03Intrinsic Value100Multiplier16DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5491Delta0.4460Gamma16.08Leverage Ratio-0.0113Theta0.0013Rho8.83Eff Leverage0.0051Vega