0.40Open0.50Pre Close107 Volume246 Open Interest28.00Strike Price3.77KTurnover49.22%IV4.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3240Delta0.2101Gamma77.51Leverage Ratio-0.0541Theta0.0014Rho25.12Eff Leverage0.0125Vega