0.20Open0.50Pre Close61 Volume130 Open Interest59.00Strike Price3.94KTurnover220.20%IV0.17%PremiumJul 12, 2024Expiry Date0.59Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.6762Delta0.2701Gamma68.10Leverage Ratio-6.5085Theta0.0000Rho46.05Eff Leverage0.0022Vega