0.95Open1.46Pre Close53 Volume67 Open Interest17.00Strike Price4.94KTurnover31.88%IV1.93%PremiumAug 16, 2024Expiry Date0.66Intrinsic Value100Multiplier20DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.7197Delta0.2531Gamma18.59Leverage Ratio-0.0128Theta0.0066Rho13.38Eff Leverage0.0141Vega