4.50Open3.60Pre Close3 Volume102 Open Interest48.00Strike Price1.37KTurnover56.36%IV1.55%PremiumSep 27, 2024Expiry Date3.80Intrinsic Value100Multiplier4DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.9028Delta0.0559Gamma12.95Leverage Ratio-0.0677Theta0.0048Rho11.69Eff Leverage0.0094Vega