0.05Open0.06Pre Close257 Volume747 Open Interest37.50Strike Price3.67KTurnover28.14%IV3.32%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2435Delta0.2214Gamma182.20Leverage Ratio-0.0335Theta0.0017Rho44.36Eff Leverage0.0158Vega