103.78Open111.00Pre Close447 Volume51 Open Interest750.00Strike Price4.66MTurnover61.27%IV0.10%PremiumDec 20, 2024Expiry Date103.40Intrinsic Value100Multiplier7DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.9535Delta0.0020Gamma6.21Leverage Ratio-0.2862Theta-0.0840Rho-5.92Eff Leverage0.0889Vega