0.03Open0.02Pre Close507 Volume1.20K Open Interest6.00Strike Price4.01KTurnover61.22%IV1.41%PremiumAug 2, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5260Delta1.3344Gamma48.12Leverage Ratio-0.0285Theta0.0002Rho25.31Eff Leverage0.0019Vega