0.20Open0.40Pre Close200 Volume205 Open Interest3.00Strike Price4.00KTurnover58.54%IV2.73%PremiumSep 20, 2024Expiry Date0.12Intrinsic Value100Multiplier23DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6366Delta0.8108Gamma12.46Leverage Ratio-0.0040Theta0.0011Rho7.93Eff Leverage0.0030Vega