0.90Open1.03Pre Close40 Volume1.82K Open Interest9.00Strike Price3.79KTurnover111.76%IV3.02%PremiumSep 20, 2024Expiry Date0.95Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9277Delta0.1959Gamma10.21Leverage Ratio-0.0238Theta0.0003Rho9.47Eff Leverage0.0009Vega