0.45Open0.38Pre Close119 Volume547 Open Interest29.50Strike Price7.04KTurnover43.95%IV0.50%PremiumOct 4, 2024Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6594Delta0.3807Gamma49.78Leverage Ratio-0.1050Theta0.0010Rho32.82Eff Leverage0.0080Vega