0.15Open0.17Pre Close516 Volume2.30K Open Interest17.00Strike Price4.37KTurnover51.65%IV6.49%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1340Delta0.2594Gamma291.27Leverage Ratio-0.0237Theta0.0002Rho39.02Eff Leverage0.0035Vega