2.29Open2.30Pre Close17 Volume2.57K Open Interest13.00Strike Price3.61KTurnover142.86%IV0.63%PremiumJul 19, 2024Expiry Date1.81Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8508Delta0.1544Gamma5.84Leverage Ratio-0.0506Theta-0.0009Rho-4.97Eff Leverage0.0025Vega