8.80Open5.70Pre Close5 Volume26 Open Interest130.00Strike Price4.40KTurnover35.49%IV1.72%PremiumOct 18, 2024Expiry Date6.45Intrinsic Value100Multiplier12DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.7928Delta0.0329Gamma17.72Leverage Ratio-0.1200Theta0.0324Rho14.05Eff Leverage0.0700Vega