0.48Open0.57Pre Close89 Volume668 Open Interest11.50Strike Price4.39KTurnover68.29%IV0.50%PremiumSep 27, 2024Expiry Date0.45Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7549Delta0.4475Gamma22.79Leverage Ratio-0.0344Theta-0.0007Rho-17.21Eff Leverage0.0032Vega