11.73Open9.00Pre Close3 Volume45 Open Interest90.00Strike Price3.57KTurnover1048.63%IV0.20%PremiumJul 19, 2024Expiry Date12.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8959Delta0.0171Gamma8.13Leverage Ratio-26.4307Theta0.0001Rho7.28Eff Leverage0.0018Vega