0.48Open0.57Pre Close95 Volume668 Open Interest11.50Strike Price4.69KTurnover49.66%IV0.35%PremiumSep 27, 2024Expiry Date0.47Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8348Delta0.4910Gamma21.63Leverage Ratio-0.0184Theta-0.0007Rho-18.05Eff Leverage0.0026Vega