1.64Open2.06Pre Close26 Volume311 Open Interest19.00Strike Price4.27KTurnover164.90%IV6.69%PremiumOct 23, 2024Expiry Date0.43Intrinsic Value100Multiplier6DDays to Expiry1.30Extrinsic Value100Contract SizeEuropeanOptions Type0.5972Delta0.0998Gamma11.07Leverage Ratio-0.1433Theta0.0014Rho6.61Eff Leverage0.0091Vega