8.49Open7.95Pre Close4 Volume1 Open Interest73.00Strike Price3.45KTurnover57.60%IV0.74%PremiumJul 12, 2024Expiry Date8.26Intrinsic Value100Multiplier4DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.9785Delta0.0182Gamma7.82Leverage Ratio-0.0135Theta-0.0033Rho-7.65Eff Leverage0.0034Vega