2.87Open10.44Pre Close12 Volume397 Open Interest135.00Strike Price3.37KTurnover27.61%IV0.02%PremiumJul 19, 2024Expiry Date2.77Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7275Delta0.0783Gamma38.89Leverage Ratio-0.1325Theta-0.0114Rho-28.29Eff Leverage0.0518Vega