2.62Open0.90Pre Close15 Volume120 Open Interest144.00Strike Price4.06KTurnover23.76%IV0.24%PremiumOct 18, 2024Expiry Date2.40Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.8377Delta0.0977Gamma55.25Leverage Ratio-0.1723Theta0.0063Rho46.28Eff Leverage0.0260Vega