0.15Open0.15Pre Close238 Volume747 Open Interest0.50Strike Price3.66KTurnover426.13%IV6.63%PremiumJul 19, 2024Expiry Date0.17Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8515Delta2.0690Gamma1.90Leverage Ratio-0.0051Theta0.0000Rho-1.62Eff Leverage0.0001Vega