7.65Open6.90Pre Close6 Volume19 Open Interest48.50Strike Price4.16KTurnover87.31%IV4.48%PremiumOct 18, 2024Expiry Date4.41Intrinsic Value100Multiplier2DDays to Expiry2.37Extrinsic Value100Contract SizeAmericanOptions Type0.8937Delta0.0481Gamma11.44Leverage Ratio-0.1346Theta0.0029Rho10.22Eff Leverage0.0080Vega