0.10Open0.06Pre Close531 Volume1.06K Open Interest28.00Strike Price3.75KTurnover32.06%IV1.48%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2776Delta1.0381Gamma920.67Leverage Ratio-0.1159Theta0.0001Rho255.54Eff Leverage0.0034Vega