0.35Open0.39Pre Close91 Volume280 Open Interest59.00Strike Price3.20KTurnover47.40%IV5.67%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1165Delta0.0651Gamma356.51Leverage Ratio-0.0744Theta-0.0007Rho-41.52Eff Leverage0.0124Vega