0.52Open0.34Pre Close85 Volume65 Open Interest107.00Strike Price3.50KTurnover78.34%IV0.16%PremiumJul 12, 2024Expiry Date0.43Intrinsic Value100Multiplier-2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6934Delta0.4081Gamma179.05Leverage Ratio-4.0474Theta0.0001Rho124.15Eff Leverage0.0039Vega