0.71Open0.42Pre Close77 Volume1.02K Open Interest21.00Strike Price3.90KTurnover69.74%IV1.68%PremiumOct 11, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5536Delta0.4254Gamma46.33Leverage Ratio-0.1535Theta-0.0005Rho-25.65Eff Leverage0.0053Vega