0.55Open0.36Pre Close80 Volume1.56K Open Interest33.00Strike Price4.63KTurnover22.14%IV0.96%PremiumSep 20, 2024Expiry Date0.30Intrinsic Value100Multiplier7DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.6366Delta0.3659Gamma55.50Leverage Ratio-0.0310Theta0.0040Rho35.33Eff Leverage0.0174Vega