0.04Open0.07Pre Close1 Volume249 Open Interest56.00Strike Price4.00Turnover32.99%IV4.60%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0542Delta0.0637Gamma1466.50Leverage Ratio-0.0271Theta-0.0002Rho-79.43Eff Leverage0.0057Vega