0.40Open0.27Pre Close101 Volume739 Open Interest18.00Strike Price4.26KTurnover39.86%IV0.76%PremiumNov 1, 2024Expiry Date0.37Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7007Delta0.4595Gamma34.99Leverage Ratio-0.0371Theta0.0013Rho24.52Eff Leverage0.0066Vega