0.20Open0.30Pre Close159 Volume2.12K Open Interest47.50Strike Price3.50KTurnover20.44%IV3.94%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.1880Delta0.1264Gamma218.71Leverage Ratio-0.0164Theta-0.0038Rho-41.11Eff Leverage0.0281Vega