4.50Open3.60Pre Close3 Volume102 Open Interest48.00Strike Price1.37KTurnover58.63%IV1.33%PremiumSep 27, 2024Expiry Date3.91Intrinsic Value100Multiplier4DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.8966Delta0.0555Gamma12.66Leverage Ratio-0.0731Theta0.0048Rho11.35Eff Leverage0.0099Vega