0.11Open0.09Pre Close342 Volume3.05K Open Interest29.00Strike Price3.22KTurnover26.17%IV2.74%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2223Delta0.3579Gamma246.39Leverage Ratio-0.0282Theta0.0008Rho54.78Eff Leverage0.0095Vega