0.20Open0.05Pre Close234 Volume811 Open Interest12.50Strike Price3.67KTurnover131.53%IV22.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1656Delta0.1347Gamma68.87Leverage Ratio-0.0340Theta0.0003Rho11.40Eff Leverage0.0035Vega