0.25Open0.35Pre Close159 Volume127 Open Interest26.50Strike Price3.90KTurnover34.79%IV2.61%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3386Delta0.3841Gamma127.17Leverage Ratio-0.0467Theta0.0010Rho43.06Eff Leverage0.0100Vega