4.50Open3.60Pre Close3 Volume102 Open Interest48.00Strike Price1.37KTurnover54.25%IV1.49%PremiumSep 27, 2024Expiry Date3.83Intrinsic Value100Multiplier4DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.9176Delta0.0512Gamma12.96Leverage Ratio-0.0578Theta0.0049Rho11.89Eff Leverage0.0083Vega