0.02Open0.02Pre Close1.15K Volume4.48K Open Interest67.00Strike Price3.54KTurnover35.85%IV3.87%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0359Delta0.0557Gamma2580.80Leverage Ratio-0.0200Theta0.0001Rho92.53Eff Leverage0.0031Vega