3.30Open2.99Pre Close9 Volume68 Open Interest39.50Strike Price2.97KTurnover53.91%IV1.01%PremiumJul 26, 2024Expiry Date2.93Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.9068Delta0.0802Gamma12.27Leverage Ratio-0.0341Theta-0.0032Rho-11.13Eff Leverage0.0067Vega