4.35Open3.60Pre Close10 Volume5 Open Interest76.00Strike Price4.35KTurnover26.11%IV0.57%PremiumOct 18, 2024Expiry Date3.94Intrinsic Value100Multiplier12DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.8636Delta0.0711Gamma17.58Leverage Ratio-0.0243Theta-0.0141Rho-15.18Eff Leverage0.0285Vega