0.35Open0.51Pre Close67 Volume1.76K Open Interest110.00Strike Price3.89KTurnover31.24%IV4.44%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.1954Delta0.0618Gamma222.95Leverage Ratio-0.0957Theta0.0037Rho43.57Eff Leverage0.0395Vega