3.35Open4.15Pre Close11 Volume13 Open Interest119.00Strike Price3.17KTurnover35.28%IV1.08%PremiumJul 26, 2024Expiry Date1.40Intrinsic Value100Multiplier2DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.6558Delta0.0973Gamma51.56Leverage Ratio-0.2727Theta0.0061Rho33.82Eff Leverage0.0395Vega