3.90Open2.30Pre Close10 Volume16 Open Interest113.00Strike Price3.90KTurnover43.64%IV0.44%PremiumJul 19, 2024Expiry Date3.39Intrinsic Value100Multiplier3DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.7531Delta0.0596Gamma27.39Leverage Ratio-0.2306Theta0.0091Rho20.62Eff Leverage0.0383Vega