0.55Open0.36Pre Close77 Volume1.56K Open Interest33.00Strike Price4.44KTurnover21.66%IV0.72%PremiumSep 20, 2024Expiry Date0.37Intrinsic Value100Multiplier7DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6575Delta0.3648Gamma53.39Leverage Ratio-0.0298Theta0.0041Rho35.10Eff Leverage0.0171Vega