0.38Open0.36Pre Close106 Volume82 Open Interest44.00Strike Price3.87KTurnover35.73%IV1.38%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.4159Delta0.3277Gamma114.88Leverage Ratio-0.1270Theta-0.0010Rho-47.78Eff Leverage0.0130Vega