3.32Open3.20Pre Close15 Volume12 Open Interest144.00Strike Price4.94KTurnover15.44%IV0.14%PremiumSep 27, 2024Expiry Date3.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9085Delta0.0700Gamma46.30Leverage Ratio-0.0641Theta0.0140Rho42.06Eff Leverage0.0250Vega