0.18Open0.30Pre Close271 Volume560 Open Interest7.50Strike Price4.27KTurnover51.43%IV1.13%PremiumOct 11, 2024Expiry Date0.01Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5364Delta1.9353Gamma88.29Leverage Ratio-0.0674Theta0.0001Rho47.36Eff Leverage0.0016Vega