21.20Open19.69Pre Close2 Volume57 Open Interest525.00Strike Price4.24KTurnover35.07%IV0.91%PremiumJul 30, 2024Expiry Date16.30Intrinsic Value100Multiplier0DDays to Expiry4.90Extrinsic Value100Contract SizeAmericanOptions Type0.9912Delta0.0032Gamma33.05Leverage Ratio-0.2142Theta0.0081Rho32.75Eff Leverage0.0051Vega