9.04Open6.94Pre Close8 Volume4 Open Interest539.00Strike Price4.26KTurnover15.06%IV0.39%PremiumJul 30, 2024Expiry Date1.82Intrinsic Value100Multiplier0DDays to Expiry2.11Extrinsic Value100Contract SizeEuropeanOptions Type0.7830Delta0.0982Gamma230.14Leverage Ratio-0.9538Theta0.0057Rho180.20Eff Leverage0.0584Vega